+17.1%
TFC vs IWD
+29.9%
-12.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.9% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -1.3% | +0.6% | -1.9% | -2.0% |
| 3M | +6.1% | +7.2% | -1.2% | -2.8% |
| 6M | +7.3% | +16.2% | -8.9% | -11.8% |
| YTD | +8.2% | +23.3% | -15.1% | -17.8% |
| All | +17.1% | +29.9% | -12.8% | -17.4% |
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 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