0.0%
TFC vs BWA
+32.2%
-32.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -1.2% | +1.7% | -2.9% | -2.0% |
| 30D | +7.8% | -14.6% | +22.4% | +14.5% |
| 3M | -3.0% | -26.2% | +23.3% | +9.0% |
| 6M | +5.8% | -18.4% | +24.2% | +12.3% |
| YTD | +5.3% | +14.7% | -9.4% | -8.3% |
| 1Y | +15.7% | +13.3% | +2.3% | +1.2% |
| 3Y | +94.8% | +64.7% | +30.1% | +34.8% |
| 5Y | 0.0% | +32.2% | -32.1% | -22.5% |
| All | 0.0% | +32.2% | -32.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling