+99.8%
TFC vs SW
+189.7%
-90.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.3% |
| 7D | +5.1% | +12.1% | -7.0% | +3.2% |
| 30D | +9.8% | +6.6% | +3.2% | +8.7% |
| 3M | -2.4% | -6.0% | +3.6% | -1.7% |
| 6M | +4.9% | +21.5% | -16.5% | +1.2% |
| YTD | +6.6% | +20.3% | -13.8% | +2.4% |
| 1Y | +21.3% | +28.1% | -6.8% | +15.4% |
| 3Y | +89.0% | +51.6% | +37.4% | +75.2% |
| 5Y | +1.5% | -0.1% | +1.6% | -4.3% |
| 10Y | +99.8% | +189.7% | -90.0% | +57.9% |
| All | +99.8% | +189.7% | -90.0% | +57.9% |
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