+93.0%
TFC vs GWW
+89.5%
+3.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -2.3% | -1.4% | -0.9% | -1.7% |
| 3M | +2.5% | -3.6% | +6.1% | +3.9% |
| 6M | +9.5% | +15.1% | -5.6% | +0.8% |
| YTD | +5.1% | +27.5% | -22.4% | -8.7% |
| 1Y | +15.5% | +29.6% | -14.1% | -0.8% |
| All | +93.0% | +89.5% | +3.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling