+88.5%
TFC vs IWD
+207.5%
-119.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +1.2% | -0.5% | +1.7% | +1.9% |
| 30D | +8.3% | +2.7% | +5.7% | +4.2% |
| 3M | -5.2% | +0.9% | -6.1% | -6.4% |
| 6M | -0.8% | +10.5% | -11.3% | -14.8% |
| YTD | +3.4% | +23.7% | -20.3% | -24.9% |
| 1Y | +17.0% | +28.7% | -11.7% | -20.0% |
| 3Y | +86.2% | +79.7% | +6.5% | -21.3% |
| 5Y | -2.3% | +69.7% | -72.0% | -54.0% |
| All | +88.5% | +207.5% | -119.0% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling