+1.9%
WY vs TMF
-82.1%
+84.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -0.8% | -9.3% | +8.5% | -1.0% |
| 30D | +10.1% | +1.9% | +8.2% | +10.2% |
| 3M | -15.4% | -11.2% | -4.2% | -15.7% |
| 6M | -8.3% | -17.7% | +9.4% | -8.8% |
| YTD | -9.8% | -24.5% | +14.6% | -10.6% |
| 1Y | -3.9% | -29.4% | +25.5% | -5.0% |
| 3Y | -23.3% | -33.4% | +10.1% | -23.7% |
| 5Y | -31.2% | -88.7% | +57.5% | -48.0% |
| All | +1.9% | -82.1% | +84.0% | -22.8% |
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 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