+4.7%
WY vs TMF
-81.8%
+86.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.1% | -3.4% | -1.7% | -5.1% |
| 30D | +9.0% | +11.5% | -2.5% | +9.3% |
| 3M | -16.7% | -4.5% | -12.2% | -16.8% |
| 6M | -10.3% | -15.0% | +4.7% | -10.7% |
| YTD | -10.5% | -19.9% | +9.3% | -11.2% |
| 1Y | -5.9% | -26.6% | +20.7% | -6.9% |
| 3Y | -24.7% | -29.8% | +5.1% | -25.0% |
| 5Y | -31.5% | -88.2% | +56.7% | -48.4% |
| 10Y | +4.7% | -81.4% | +86.1% | -19.7% |
| All | +4.7% | -81.8% | +86.5% | -19.7% |
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