+49.3%
WM vs TMF
-25.2%
+74.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +4.5% | +2.7% | +1.8% | +4.4% |
| 30D | +16.1% | +19.3% | -3.3% | +15.4% |
| 3M | +8.0% | -3.7% | +11.7% | +8.0% |
| 6M | +8.4% | -11.3% | +19.7% | +8.6% |
| YTD | +11.2% | -16.6% | +27.8% | +11.7% |
| 1Y | +22.3% | -21.1% | +43.4% | +23.0% |
| All | +49.3% | -25.2% | +74.5% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling