-49.9%
WU vs TMF
-87.6%
+37.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -1.1% | -2.8% | +1.7% | -1.0% |
| 3M | -3.9% | -10.9% | +7.1% | -3.4% |
| 6M | -20.7% | -21.3% | +0.7% | -20.0% |
| YTD | -18.4% | -15.9% | -2.5% | -17.9% |
| 1Y | -8.1% | -15.7% | +7.7% | -7.5% |
| 3Y | -24.2% | -43.4% | +19.2% | -23.6% |
| All | -49.9% | -87.6% | +37.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling