+13.6%
WFC vs TMF
-21.2%
+34.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +1.1% | +1.0% | +0.1% | +1.1% |
| 30D | +0.8% | -1.8% | +2.7% | +0.8% |
| 3M | +9.3% | -8.2% | +17.5% | +8.9% |
| 6M | +10.6% | -19.5% | +30.1% | +8.1% |
| YTD | -4.1% | -16.0% | +11.9% | -5.6% |
| 1Y | +13.6% | -22.5% | +36.1% | +12.1% |
| All | +13.6% | -21.2% | +34.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling