+362.2%
TFC vs IWF
+670.6%
-308.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.2% |
| 7D | +1.2% | +2.8% | -1.6% | -1.4% |
| 30D | +9.7% | -7.5% | +17.2% | +16.8% |
| 3M | -4.8% | -8.5% | +3.7% | +2.1% |
| 6M | +8.4% | -7.4% | +15.8% | +13.9% |
| YTD | +4.7% | -2.6% | +7.3% | +4.7% |
| 1Y | +15.0% | -1.8% | +16.8% | +13.9% |
| 3Y | +93.9% | +65.5% | +28.5% | +16.3% |
| 5Y | +0.6% | +55.8% | -55.2% | -37.5% |
| 10Y | +78.0% | +384.9% | -306.9% | -63.7% |
| All | +362.2% | +670.6% | -308.4% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling