+14.6%
TFC vs IWD
+28.8%
-14.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.5% |
| 30D | -2.5% | -0.8% | -1.7% | -1.5% |
| 3M | +4.5% | +8.0% | -3.5% | -5.2% |
| 6M | +11.0% | +18.2% | -7.2% | -11.1% |
| YTD | +5.9% | +22.3% | -16.4% | -18.8% |
| 1Y | +14.6% | +28.9% | -14.3% | -18.4% |
| All | +14.6% | +28.8% | -14.2% | -18.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling