+289.2%
TFC vs SW
+755.0%
-465.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.4% | -5.1% | +7.5% | +2.9% |
| 30D | -1.3% | -4.6% | +3.3% | -0.9% |
| 3M | +6.1% | +9.4% | -3.3% | +5.1% |
| 6M | +7.3% | +3.5% | +3.8% | +6.7% |
| YTD | +8.2% | +22.0% | -13.8% | +5.9% |
| 1Y | +14.4% | +2.2% | +12.2% | +13.5% |
| 3Y | +93.7% | +19.6% | +74.1% | +89.0% |
| 5Y | +16.4% | -2.3% | +18.7% | +13.0% |
| 10Y | +101.6% | +181.4% | -79.8% | +84.5% |
| All | +289.2% | +755.0% | -465.8% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling