+93.7%
TFC vs ITW
+18.9%
+74.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -0.6% |
| 30D | -2.8% | -9.5% | +6.7% | +5.1% |
| 3M | +2.1% | +6.6% | -4.5% | -3.8% |
| 6M | +10.1% | -1.8% | +11.9% | +10.8% |
| YTD | +5.4% | +9.0% | -3.6% | -3.7% |
| 1Y | +16.3% | +3.6% | +12.8% | +10.9% |
| All | +93.7% | +18.9% | +74.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling