+16.0%
TFC vs IWF
+7.1%
+9.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.4% | -1.7% | -1.6% | -2.9% |
| 3M | +0.4% | +0.7% | -0.2% | +0.1% |
| 6M | +12.7% | +8.6% | +4.1% | +7.3% |
| YTD | +5.6% | +3.5% | +2.1% | +2.1% |
| 1Y | +16.0% | +7.0% | +9.0% | +14.3% |
| All | +16.0% | +7.1% | +9.0% | +14.3% |
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