+2,700.2%
TFC vs GWW
+14,492.5%
-11,792.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | -1.3% | +3.3% | -4.6% | -2.8% |
| 3M | +6.1% | +2.9% | +3.1% | +4.3% |
| 6M | +7.3% | +15.8% | -8.4% | -0.1% |
| YTD | +8.2% | +32.0% | -23.8% | -5.4% |
| 1Y | +14.4% | +29.9% | -15.5% | +0.6% |
| 3Y | +93.7% | +91.1% | +2.6% | +41.9% |
| 5Y | +16.4% | +223.9% | -207.5% | -33.9% |
| 10Y | +101.6% | +567.0% | -465.5% | -19.4% |
| All | +2,700.2% | +14,492.5% | -11,792.3% | +433.7% |
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