+246.8%
WY vs TMF
-68.9%
+315.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | -1.7% | -1.4% | -0.3% | -1.9% |
| 30D | -10.1% | -2.8% | -7.3% | -10.4% |
| 3M | -5.1% | -10.9% | +5.8% | -6.3% |
| 6M | -4.8% | -21.3% | +16.5% | -7.3% |
| YTD | -0.2% | -15.9% | +15.6% | -2.1% |
| 1Y | -6.6% | -15.7% | +9.1% | -8.3% |
| 3Y | -22.7% | -43.4% | +20.6% | -27.4% |
| 5Y | -22.2% | -87.8% | +65.5% | -43.6% |
| 10Y | +7.3% | -86.7% | +94.0% | -14.7% |
| All | +246.8% | -68.9% | +315.7% | +324.1% |
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 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