+128.1%
TFC vs KWEB
+24.8%
+103.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | -2.5% | -11.5% | +9.0% | 0.0% |
| 3M | +4.5% | -2.9% | +7.5% | +4.9% |
| 6M | +11.0% | -14.6% | +25.6% | +14.2% |
| YTD | +5.9% | -25.5% | +31.4% | +12.0% |
| 1Y | +14.6% | -31.1% | +45.7% | +23.0% |
| 3Y | +96.7% | +3.0% | +93.7% | +89.3% |
| 5Y | +15.6% | -42.6% | +58.2% | +21.6% |
| 10Y | +98.6% | -21.1% | +119.7% | +75.5% |
| All | +128.1% | +24.8% | +103.3% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling