-39.6%
WU vs TMF
-86.2%
+46.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -1.0% |
| 7D | -4.9% | -0.9% | -4.0% | -5.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -3.6% | -11.3% | +7.7% | -4.3% |
| 6M | -24.3% | -22.7% | -1.6% | -25.7% |
| YTD | -21.1% | -17.3% | -3.7% | -22.1% |
| 1Y | -10.3% | -22.5% | +12.2% | -11.8% |
| 3Y | -28.4% | -43.2% | +14.9% | -30.8% |
| 5Y | -51.2% | -88.3% | +37.1% | -62.5% |
| 10Y | -39.6% | -86.0% | +46.4% | -49.1% |
| All | -39.6% | -86.2% | +46.6% | -49.1% |
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