+14.0%
TFC vs FWONK
+97.7%
-83.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +0.4% | +5.7% | -5.3% | -1.5% |
| 6M | +12.7% | +13.5% | -0.8% | +7.8% |
| YTD | +5.6% | -3.0% | +8.5% | +5.9% |
| 1Y | +16.0% | -6.4% | +22.4% | +17.6% |
| 3Y | +94.0% | +43.8% | +50.2% | +68.9% |
| All | +14.0% | +97.7% | -83.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling