+90.7%
WFC vs TMF
-88.6%
+179.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +2.5% | -9.3% | +11.8% | +2.0% |
| 30D | +7.0% | +1.9% | +5.1% | +7.1% |
| 3M | -1.8% | -11.2% | +9.5% | -2.4% |
| 6M | +18.4% | -17.7% | +36.1% | +17.2% |
| YTD | -5.6% | -24.5% | +18.9% | -7.0% |
| 1Y | +3.9% | -29.4% | +33.3% | +1.9% |
| 3Y | +126.3% | -33.4% | +159.8% | +123.5% |
| All | +90.7% | -88.6% | +179.3% | +32.1% |
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 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