+97.2%
TFC vs BBWI
-58.2%
+155.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | +0.8% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | -2.3% | -7.4% | +5.1% | -0.8% |
| 3M | +2.5% | -2.2% | +4.7% | +2.1% |
| 6M | +9.5% | -16.3% | +25.8% | +12.3% |
| YTD | +5.1% | -9.1% | +14.2% | +4.8% |
| 1Y | +15.5% | -34.5% | +50.0% | +23.6% |
| 3Y | +95.2% | -47.0% | +142.1% | +111.5% |
| 5Y | +14.5% | -68.8% | +83.3% | +36.9% |
| 10Y | +97.2% | -57.4% | +154.5% | +59.5% |
| All | +97.2% | -58.2% | +155.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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