+98.8%
WBD vs TMF
-5.2%
+103.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.1% |
| 7D | +6.7% | -6.2% | +12.8% | +7.4% |
| 30D | +19.3% | +0.8% | +18.5% | +19.1% |
| 3M | +78.9% | +1.9% | +77.0% | +78.2% |
| 6M | +171.9% | +5.1% | +166.8% | +169.2% |
| YTD | +115.3% | +2.6% | +112.7% | +112.1% |
| 1Y | +177.2% | -14.9% | +192.1% | +179.0% |
| All | +98.8% | -5.2% | +103.9% | +112.4% |
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