+16.0%
TFC vs KWEB
-45.1%
+61.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | -2.5% | -4.3% | +1.8% | -1.8% |
| 30D | -2.8% | -13.0% | +10.2% | -0.7% |
| 3M | +2.1% | -7.6% | +9.7% | +3.2% |
| 6M | +10.1% | -21.1% | +31.2% | +14.0% |
| YTD | +5.4% | -28.2% | +33.7% | +10.8% |
| 1Y | +16.3% | -34.9% | +51.2% | +24.0% |
| 3Y | +95.9% | -0.8% | +96.6% | +91.9% |
| 5Y | +16.0% | -43.6% | +59.5% | +23.7% |
| All | +16.0% | -45.1% | +61.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 5y: compounded portfolio wealth divided by compounded KWEB 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…
5y analysis · Full analysis span regression · 6 months rolling