+2,637.6%
TFC vs GWW
+16,336.7%
-13,699.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | +2.3% | +3.6% | -1.3% | +0.6% |
| 30D | +10.8% | +12.1% | -1.3% | +5.1% |
| 3M | -3.8% | +12.9% | -16.7% | -9.1% |
| 6M | +9.6% | +19.3% | -9.7% | +0.6% |
| YTD | +5.8% | +48.7% | -42.9% | -12.5% |
| 1Y | +16.2% | +60.5% | -44.3% | -7.3% |
| 3Y | +96.0% | +93.3% | +2.7% | +42.8% |
| 5Y | +1.7% | +219.0% | -217.3% | -41.8% |
| 10Y | +79.9% | +659.0% | -579.1% | -32.1% |
| All | +2,637.6% | +16,336.7% | -13,699.1% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling