+572.7%
WFC vs TMF
-69.2%
+641.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.5% |
| 7D | +1.2% | +1.2% | 0.0% | +1.5% |
| 30D | +5.2% | +19.7% | -14.5% | +9.6% |
| 3M | -3.0% | -2.1% | -0.9% | -3.4% |
| 6M | +6.2% | -13.4% | +19.7% | +2.9% |
| YTD | -7.9% | -16.7% | +8.8% | -11.3% |
| 1Y | +0.3% | -23.3% | +23.6% | -5.2% |
| 3Y | +117.7% | -24.8% | +142.6% | +112.4% |
| 5Y | +88.4% | -88.0% | +176.4% | +17.1% |
| 10Y | +147.3% | -84.7% | +232.0% | +94.0% |
| All | +572.7% | -69.2% | +641.9% | +674.2% |
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