+103.0%
TFC vs FWONK
+281.7%
-178.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -2.3% | -5.8% | +3.4% | -0.2% |
| 3M | +2.5% | +10.0% | -7.6% | -1.6% |
| 6M | +9.5% | +14.7% | -5.2% | +3.1% |
| YTD | +5.1% | -1.7% | +6.8% | +4.6% |
| 1Y | +15.5% | -4.6% | +20.1% | +16.0% |
| 3Y | +95.2% | +46.7% | +48.5% | +62.1% |
| 5Y | +14.5% | +99.4% | -84.9% | -18.0% |
| 10Y | +97.2% | +345.6% | -248.4% | +4.2% |
| All | +103.0% | +281.7% | -178.7% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling