+97.2%
TFC vs BWA
+142.7%
-45.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -2.3% | -5.6% | +3.2% | +0.1% |
| 3M | +2.5% | -10.7% | +13.2% | +7.3% |
| 6M | +9.5% | +23.2% | -13.7% | -3.7% |
| YTD | +5.1% | +46.0% | -40.9% | -17.9% |
| 1Y | +15.5% | +51.2% | -35.7% | -12.0% |
| 3Y | +95.2% | +69.6% | +25.6% | +35.1% |
| 5Y | +14.5% | +86.6% | -72.1% | -26.4% |
| 10Y | +97.2% | +152.3% | -55.1% | +0.4% |
| All | +97.2% | +142.7% | -45.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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