-13.4%
WBD vs TMF
-84.7%
+71.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | +6.7% | -6.2% | +12.8% | +7.2% |
| 30D | +19.3% | +0.8% | +18.5% | +19.1% |
| 3M | +78.9% | +1.9% | +77.0% | +78.5% |
| 6M | +171.9% | +5.1% | +166.8% | +170.0% |
| YTD | +115.3% | +2.6% | +112.7% | +113.5% |
| 1Y | +177.2% | -14.9% | +192.1% | +178.9% |
| 3Y | +118.2% | -34.1% | +152.4% | +118.4% |
| All | -13.4% | -84.7% | +71.3% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling