+508.5%
WPM vs TMF
-86.8%
+595.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.0% | +1.0% | +6.0% | +6.9% |
| 30D | +15.7% | -1.8% | +17.6% | +16.1% |
| 3M | +35.2% | -8.2% | +43.5% | +36.8% |
| 6M | +6.1% | -19.5% | +25.6% | +9.3% |
| YTD | +32.6% | -16.0% | +48.5% | +35.7% |
| 1Y | +46.9% | -22.5% | +69.4% | +51.7% |
| 3Y | +276.3% | -42.3% | +318.6% | +295.0% |
| 5Y | +260.0% | -87.7% | +347.7% | +347.3% |
| 10Y | +508.5% | -86.5% | +595.0% | +592.1% |
| All | +508.5% | -86.8% | +595.3% | +592.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling