+1,549.9%
TFC vs BWA
+3,492.4%
-1,942.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.1% |
| 7D | +2.4% | +5.7% | -3.2% | +0.1% |
| 30D | -1.3% | +1.4% | -2.7% | -2.2% |
| 3M | +6.1% | -12.1% | +18.2% | +10.9% |
| 6M | +7.3% | +28.6% | -21.2% | -5.3% |
| YTD | +8.2% | +51.1% | -42.9% | -12.8% |
| 1Y | +14.4% | +55.9% | -41.4% | -9.4% |
| 3Y | +93.7% | +70.1% | +23.6% | +44.4% |
| 5Y | +16.4% | +90.7% | -74.3% | -18.3% |
| 10Y | +101.6% | +154.0% | -52.4% | +20.1% |
| All | +1,549.9% | +3,492.4% | -1,942.4% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling