+377.8%
TFC vs IWD
+726.5%
-348.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -1.3% | +0.6% | -1.9% | -2.1% |
| 3M | +6.1% | +7.2% | -1.2% | -3.5% |
| 6M | +7.3% | +16.2% | -8.9% | -12.2% |
| YTD | +8.2% | +23.3% | -15.1% | -18.2% |
| 1Y | +14.4% | +29.6% | -15.1% | -18.9% |
| 3Y | +93.7% | +70.5% | +23.3% | -2.2% |
| 5Y | +16.4% | +73.5% | -57.1% | -41.3% |
| 10Y | +101.6% | +198.3% | -96.8% | -45.1% |
| All | +377.8% | +726.5% | -348.7% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling