+1.9%
WU vs TMF
-68.9%
+70.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | -0.8% | -1.4% | +0.6% | -1.0% |
| 30D | -1.1% | -2.8% | +1.7% | -1.4% |
| 3M | -3.9% | -10.9% | +7.1% | -5.3% |
| 6M | -20.7% | -21.3% | +0.7% | -23.0% |
| YTD | -18.4% | -15.9% | -2.5% | -20.1% |
| 1Y | -8.1% | -15.7% | +7.7% | -9.9% |
| 3Y | -24.2% | -43.4% | +19.2% | -28.4% |
| 5Y | -50.4% | -87.8% | +37.3% | -63.2% |
| 10Y | -40.0% | -86.7% | +46.7% | -50.9% |
| All | +1.9% | -68.9% | +70.7% | +9.9% |
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