+21.3%
TFC vs IWF
-1.6%
+22.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +5.1% | -4.2% | +9.2% | +5.9% |
| 30D | +9.8% | -8.1% | +17.9% | +11.8% |
| 3M | -2.4% | -5.1% | +2.6% | -1.5% |
| 6M | +4.9% | -1.4% | +6.4% | +4.2% |
| YTD | +6.6% | -0.1% | +6.7% | +3.1% |
| 1Y | +21.3% | -1.3% | +22.6% | +18.0% |
| All | +21.3% | -1.6% | +22.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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