+2.0%
WU vs TMF
-70.3%
+72.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +0.7% |
| 7D | +11.0% | -1.1% | +12.1% | +10.9% |
| 30D | +13.4% | +11.8% | +1.6% | +14.9% |
| 3M | +2.2% | -4.0% | +6.3% | +1.7% |
| 6M | -18.2% | -16.5% | -1.7% | -20.1% |
| YTD | -18.3% | -19.9% | +1.6% | -20.5% |
| 1Y | -12.2% | -25.6% | +13.4% | -15.3% |
| 3Y | -20.8% | -29.9% | +9.1% | -23.0% |
| 5Y | -42.6% | -88.2% | +45.7% | -57.7% |
| 10Y | -35.5% | -81.7% | +46.3% | -43.7% |
| All | +2.0% | -70.3% | +72.3% | +9.3% |
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