+148.4%
WBD vs TMF
-42.4%
+190.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +5.0% | -1.8% | +6.8% | +5.2% |
| 3M | +6.2% | -8.2% | +14.5% | +7.3% |
| 6M | +0.6% | -19.5% | +20.1% | +3.3% |
| YTD | -2.4% | -16.0% | +13.5% | -0.5% |
| 1Y | +127.7% | -22.5% | +150.2% | +134.4% |
| 3Y | +148.4% | -42.3% | +190.7% | +146.5% |
| All | +148.4% | -42.4% | +190.8% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling