+2,311.4%
WPM vs TMF
-68.9%
+2,380.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | +26.4% | -2.8% | +29.2% | +26.5% |
| 3M | +20.8% | -10.9% | +31.7% | +21.5% |
| 6M | +1.1% | -21.3% | +22.4% | +2.2% |
| YTD | +32.5% | -15.9% | +48.3% | +33.5% |
| 1Y | +51.5% | -15.7% | +67.3% | +52.6% |
| 3Y | +267.0% | -43.4% | +310.4% | +272.9% |
| 5Y | +250.1% | -87.8% | +337.9% | +262.2% |
| 10Y | +540.4% | -86.7% | +627.1% | +550.9% |
| All | +2,311.4% | -68.9% | +2,380.3% | +3,190.7% |
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