+210.9%
WBD vs TMF
-68.9%
+279.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.8% | -1.4% | -0.4% | -2.0% |
| 30D | +8.8% | -2.8% | +11.6% | +8.4% |
| 3M | +4.6% | -10.9% | +15.5% | +3.3% |
| 6M | +1.1% | -21.3% | +22.4% | -1.6% |
| YTD | -2.0% | -15.9% | +13.9% | -3.7% |
| 1Y | +140.0% | -15.7% | +155.8% | +136.1% |
| 3Y | +144.4% | -43.4% | +187.7% | +131.1% |
| 5Y | -0.2% | -87.8% | +87.5% | -26.6% |
| 10Y | +9.1% | -86.7% | +95.9% | -11.0% |
| All | +210.9% | -68.9% | +279.8% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling