+105.0%
TFC vs SW
+147.8%
-42.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +2.4% | -5.1% | +7.5% | +3.2% |
| 30D | -1.3% | -4.6% | +3.3% | -0.7% |
| 3M | +6.1% | +9.4% | -3.3% | +4.2% |
| 6M | +7.3% | +3.5% | +3.8% | +6.1% |
| YTD | +8.2% | +22.0% | -13.8% | +4.0% |
| 1Y | +14.4% | +2.2% | +12.2% | +12.7% |
| 3Y | +93.7% | +19.6% | +74.1% | +84.7% |
| 5Y | +16.4% | -2.3% | +18.7% | +10.1% |
| All | +105.0% | +147.8% | -42.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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