+2,020.9%
WPM vs TMF
-69.2%
+2,090.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +16.9% | +1.2% | +15.7% | +16.9% |
| 30D | +2.0% | +19.7% | -17.8% | +1.0% |
| 3M | +8.9% | -2.1% | +11.0% | +9.0% |
| 6M | +1.6% | -13.4% | +15.0% | +2.2% |
| YTD | +16.5% | -16.7% | +33.2% | +17.4% |
| 1Y | +42.2% | -23.3% | +65.5% | +43.8% |
| 3Y | +213.3% | -24.8% | +238.1% | +215.6% |
| 5Y | +249.9% | -88.0% | +338.0% | +262.2% |
| 10Y | +549.4% | -84.7% | +634.1% | +566.7% |
| All | +2,020.9% | -69.2% | +2,090.1% | +2,795.0% |
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