+95.3%
TFC vs IWF
+418.7%
-323.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | -2.5% | -1.7% | -0.8% | -1.1% |
| 30D | -2.8% | -1.8% | -1.0% | -1.5% |
| 3M | +2.1% | +1.5% | +0.7% | +0.2% |
| 6M | +10.1% | +7.7% | +2.4% | +2.4% |
| YTD | +5.4% | +2.7% | +2.7% | +1.9% |
| 1Y | +16.3% | +6.8% | +9.6% | +8.5% |
| 3Y | +95.9% | +76.9% | +19.0% | +17.6% |
| 5Y | +16.0% | +73.4% | -57.4% | -30.3% |
| All | +95.3% | +418.7% | -323.4% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling