+9.6%
WY vs TMF
-86.2%
+95.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -9.9% | -1.0% | -8.9% | -9.9% |
| 3M | -7.5% | -11.3% | +3.8% | -7.8% |
| 6M | -5.1% | -22.7% | +17.6% | -6.0% |
| YTD | -2.1% | -17.3% | +15.2% | -2.7% |
| 1Y | -7.3% | -22.5% | +15.1% | -8.1% |
| 3Y | -22.6% | -43.2% | +20.6% | -24.8% |
| 5Y | -19.8% | -88.3% | +68.5% | -39.1% |
| 10Y | +9.6% | -86.0% | +95.6% | -13.7% |
| All | +9.6% | -86.2% | +95.8% | -13.7% |
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 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