+216.1%
WY vs TMF
-69.2%
+285.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +3.1% | +1.2% | +1.9% | +3.2% |
| 30D | +13.0% | +19.7% | -6.8% | +15.1% |
| 3M | -16.8% | -2.1% | -14.7% | -17.1% |
| 6M | -11.2% | -13.4% | +2.3% | -12.7% |
| YTD | -9.1% | -16.7% | +7.7% | -11.0% |
| 1Y | -4.8% | -23.3% | +18.6% | -7.6% |
| 3Y | -25.3% | -24.8% | -0.4% | -26.7% |
| 5Y | -33.2% | -88.0% | +54.9% | -52.0% |
| 10Y | +6.6% | -84.7% | +91.3% | -12.7% |
| All | +216.1% | -69.2% | +285.3% | +285.8% |
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 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