+132.1%
WFC vs TMF
-86.8%
+219.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.3% |
| 7D | +1.1% | +1.0% | +0.1% | +1.3% |
| 30D | +0.8% | -1.8% | +2.7% | +0.5% |
| 3M | +9.3% | -8.2% | +17.5% | +7.5% |
| 6M | +10.6% | -19.5% | +30.1% | +6.0% |
| YTD | -4.1% | -16.0% | +11.9% | -7.1% |
| 1Y | +13.6% | -22.5% | +36.1% | +8.4% |
| 3Y | +130.7% | -42.3% | +173.0% | +111.9% |
| 5Y | +126.7% | -87.7% | +214.4% | +33.9% |
| 10Y | +132.1% | -86.5% | +218.7% | +76.7% |
| All | +132.1% | -86.8% | +219.0% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling