+16.3%
TFC vs GWW
+29.7%
-13.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -2.5% | -3.1% | +0.7% | -1.3% |
| 30D | -2.8% | -2.3% | -0.5% | -2.0% |
| 3M | +2.1% | -3.3% | +5.5% | +3.0% |
| 6M | +10.1% | +15.4% | -5.3% | +2.0% |
| YTD | +5.4% | +26.7% | -21.3% | -6.6% |
| 1Y | +16.3% | +29.0% | -12.6% | +0.2% |
| All | +16.3% | +29.7% | -13.3% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling