+21.3%
TFC vs IWD
+33.0%
-11.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.2% |
| 7D | +5.1% | +2.5% | +2.5% | +2.0% |
| 30D | +9.8% | +6.0% | +3.8% | +2.5% |
| 3M | -2.4% | +3.8% | -6.2% | -6.6% |
| 6M | +4.9% | +16.3% | -11.4% | -12.6% |
| YTD | +6.6% | +27.5% | -20.9% | -19.9% |
| 1Y | +21.3% | +32.8% | -11.5% | -12.6% |
| All | +21.3% | +33.0% | -11.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling