+17.3%
TFC vs IWD
+73.6%
-56.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.9% |
| 30D | -1.3% | +0.6% | -1.9% | -2.2% |
| 3M | +6.1% | +7.2% | -1.2% | -4.7% |
| 6M | +7.3% | +16.2% | -8.9% | -14.6% |
| YTD | +8.2% | +23.3% | -15.1% | -21.4% |
| 1Y | +14.4% | +29.6% | -15.1% | -22.8% |
| 3Y | +93.7% | +70.5% | +23.3% | -11.9% |
| All | +17.3% | +73.6% | -56.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling