+2,628.6%
TFC vs BBWI
+1,165.5%
+1,463.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.4% |
| 7D | +0.3% | -6.2% | +6.5% | +2.1% |
| 30D | +9.2% | +25.5% | -16.3% | +2.2% |
| 3M | -2.9% | +8.0% | -10.9% | -6.1% |
| 6M | +3.5% | +12.7% | -9.2% | -2.0% |
| YTD | +5.4% | +11.6% | -6.2% | -1.5% |
| 1Y | +17.3% | -0.9% | +18.2% | +11.5% |
| 3Y | +96.7% | -22.7% | +119.4% | +90.9% |
| 5Y | -1.1% | -67.2% | +66.1% | +16.6% |
| 10Y | +84.7% | -43.7% | +128.4% | +54.7% |
| All | +2,628.6% | +1,165.5% | +1,463.1% | +943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling