+150.5%
WBD vs TMF
-60.9%
+211.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.3% |
| 7D | +6.7% | -6.2% | +12.8% | +5.9% |
| 30D | +19.3% | +0.8% | +18.5% | +19.5% |
| 3M | +78.9% | +1.9% | +77.0% | +79.4% |
| 6M | +171.9% | +5.1% | +166.8% | +174.4% |
| YTD | +115.3% | +2.6% | +112.7% | +117.1% |
| 1Y | +177.2% | -14.9% | +192.1% | +173.3% |
| 3Y | +118.2% | -34.1% | +152.4% | +111.9% |
| 5Y | +6.2% | -88.1% | +94.3% | -22.7% |
| 10Y | -22.9% | -74.7% | +51.8% | -29.5% |
| All | +150.5% | -60.9% | +211.4% | +192.0% |
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