+95.6%
TFC vs ITW
+194.8%
-99.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -2.4% | -0.7% | -1.7% | -1.9% |
| 30D | -3.4% | -8.3% | +5.0% | +3.6% |
| 3M | +0.4% | +6.0% | -5.6% | -4.8% |
| 6M | +12.7% | 0.0% | +12.7% | +11.8% |
| YTD | +5.6% | +10.2% | -4.6% | -3.7% |
| 1Y | +16.0% | +3.2% | +12.8% | +11.4% |
| 3Y | +94.0% | +21.0% | +73.0% | +63.6% |
| 5Y | +16.2% | +37.9% | -21.8% | -13.1% |
| All | +95.6% | +194.8% | -99.3% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling