+96.0%
TFC vs ITW
+33.4%
+62.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +2.3% | +2.3% | -0.1% | +0.5% |
| 30D | +10.8% | +6.7% | +4.1% | +5.6% |
| 3M | -3.8% | -0.5% | -3.2% | -3.4% |
| 6M | +9.6% | +16.4% | -6.8% | -3.4% |
| YTD | +5.8% | +19.0% | -13.2% | -9.4% |
| 1Y | +16.2% | +20.2% | -4.0% | -1.6% |
| 3Y | +96.0% | +33.1% | +62.9% | +45.9% |
| All | +96.0% | +33.4% | +62.6% | +45.9% |
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