+0.8%
TFC vs IWD
+72.9%
-72.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +2.3% | +2.3% | 0.0% | -1.1% |
| 30D | +10.8% | +3.6% | +7.2% | +5.1% |
| 3M | -3.8% | +2.2% | -5.9% | -6.8% |
| 6M | +9.6% | +13.0% | -3.4% | -8.9% |
| YTD | +5.8% | +26.5% | -20.7% | -25.9% |
| 1Y | +16.2% | +30.1% | -14.0% | -22.1% |
| 3Y | +96.0% | +84.9% | +11.1% | -20.9% |
| All | +0.8% | +72.9% | -72.1% | -54.3% |
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