+17.3%
TFC vs SW
-2.3%
+19.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +2.4% | -5.1% | +7.5% | +3.4% |
| 30D | -1.3% | -4.6% | +3.3% | -0.5% |
| 3M | +6.1% | +9.4% | -3.3% | +3.8% |
| 6M | +7.3% | +3.5% | +3.8% | +5.8% |
| YTD | +8.2% | +22.0% | -13.8% | +3.1% |
| 1Y | +14.4% | +2.2% | +12.2% | +12.3% |
| 3Y | +93.7% | +19.6% | +74.1% | +83.4% |
| All | +17.3% | -2.3% | +19.6% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling