+79.0%
TFC vs SW
+182.3%
-103.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | +7.8% | +7.2% | +0.6% | +6.5% |
| 3M | -3.0% | -10.5% | +7.5% | -1.4% |
| 6M | +5.8% | +9.9% | -4.1% | +3.7% |
| YTD | +5.3% | +17.2% | -12.0% | +1.6% |
| 1Y | +15.7% | +26.5% | -10.8% | +10.3% |
| 3Y | +94.8% | +47.7% | +47.1% | +81.3% |
| 5Y | 0.0% | +0.2% | -0.2% | -5.6% |
| 10Y | +79.0% | +182.3% | -103.3% | +42.2% |
| All | +79.0% | +182.3% | -103.3% | +42.2% |
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