+15.6%
TFC vs BWA
+88.6%
-73.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | +2.2% | +4.3% | -2.0% | +0.5% |
| 30D | -2.5% | -2.9% | +0.4% | -1.5% |
| 3M | +4.5% | -12.4% | +17.0% | +9.8% |
| 6M | +11.0% | +28.6% | -17.6% | -2.9% |
| YTD | +5.9% | +48.2% | -42.3% | -16.3% |
| 1Y | +14.6% | +50.9% | -36.4% | -10.8% |
| 3Y | +96.7% | +72.2% | +24.6% | +38.1% |
| 5Y | +15.6% | +91.1% | -75.5% | -25.5% |
| All | +15.6% | +88.6% | -73.0% | -25.5% |
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