+96.6%
TFC vs SW
+19.6%
+77.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +2.4% | -5.1% | +7.5% | +3.7% |
| 30D | -1.3% | -4.6% | +3.3% | -0.3% |
| 3M | +6.1% | +9.4% | -3.3% | +3.0% |
| 6M | +7.3% | +3.5% | +3.8% | +5.3% |
| YTD | +8.2% | +22.0% | -13.8% | +1.1% |
| 1Y | +14.4% | +2.2% | +12.2% | +11.6% |
| All | +96.6% | +19.6% | +77.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling