-19.4%
WY vs TMF
-87.6%
+68.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -10.1% | -2.8% | -7.3% | -9.8% |
| 3M | -5.1% | -10.9% | +5.8% | -3.8% |
| 6M | -4.8% | -21.3% | +16.5% | -2.0% |
| YTD | -0.2% | -15.9% | +15.6% | +1.8% |
| 1Y | -6.6% | -15.7% | +9.1% | -4.8% |
| 3Y | -22.7% | -43.4% | +20.6% | -19.7% |
| All | -19.4% | -87.6% | +68.2% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling