+96.7%
TFC vs BBWI
-25.2%
+121.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.6% |
| 7D | +0.3% | -6.2% | +6.5% | +1.6% |
| 30D | +9.2% | +25.5% | -16.3% | +4.3% |
| 3M | -2.9% | +8.0% | -10.9% | -4.9% |
| 6M | +3.5% | +12.7% | -9.2% | -0.2% |
| YTD | +5.4% | +11.6% | -6.2% | +0.8% |
| 1Y | +17.3% | -0.9% | +18.2% | +14.3% |
| 3Y | +96.7% | -22.7% | +119.4% | +95.7% |
| All | +96.7% | -25.2% | +121.9% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling