+94.0%
TFC vs FWONK
+44.6%
+49.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.4% | -7.7% | +4.4% | -1.6% |
| 3M | +0.4% | +5.7% | -5.3% | -1.1% |
| 6M | +12.7% | +13.5% | -0.8% | +8.8% |
| YTD | +5.6% | -3.0% | +8.5% | +6.1% |
| 1Y | +16.0% | -6.4% | +22.4% | +17.7% |
| 3Y | +94.0% | +43.8% | +50.2% | +81.5% |
| All | +94.0% | +44.6% | +49.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling