+84.7%
TFC vs IWD
+212.1%
-127.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | -1.1% |
| 7D | +0.3% | +1.3% | -0.9% | -1.6% |
| 30D | +9.2% | +3.6% | +5.6% | +3.6% |
| 3M | -2.9% | +2.3% | -5.2% | -6.2% |
| 6M | +3.5% | +13.0% | -9.5% | -14.0% |
| YTD | +5.4% | +26.2% | -20.7% | -25.7% |
| 1Y | +17.3% | +30.5% | -13.1% | -21.4% |
| 3Y | +96.7% | +86.2% | +10.5% | -21.1% |
| 5Y | -1.1% | +72.9% | -74.0% | -54.7% |
| 10Y | +84.7% | +205.0% | -120.3% | -60.5% |
| All | +84.7% | +212.1% | -127.3% | -60.5% |
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