+616.8%
WFC vs TMF
-68.9%
+685.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | +3.8% | -1.4% | +5.2% | +3.4% |
| 30D | +1.5% | -2.8% | +4.3% | +0.9% |
| 3M | +10.9% | -10.9% | +21.8% | +8.1% |
| 6M | +8.4% | -21.3% | +29.7% | +2.8% |
| YTD | -1.9% | -15.9% | +14.0% | -5.3% |
| 1Y | +12.3% | -15.7% | +28.1% | +8.8% |
| 3Y | +132.3% | -43.4% | +175.7% | +111.2% |
| 5Y | +130.1% | -87.8% | +217.8% | +44.5% |
| 10Y | +134.4% | -86.7% | +221.1% | +77.4% |
| All | +616.8% | -68.9% | +685.6% | +726.4% |
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