+45.3%
TFC vs TW
+206.7%
-161.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.2% |
| 30D | -3.4% | -2.3% | -1.1% | -2.8% |
| 3M | +0.4% | +2.6% | -2.2% | -0.8% |
| 6M | +12.7% | -17.5% | +30.2% | +17.9% |
| YTD | +5.6% | -5.3% | +10.9% | +5.6% |
| 1Y | +16.0% | -14.8% | +30.8% | +19.6% |
| 3Y | +94.0% | +18.8% | +75.1% | +74.2% |
| 5Y | +16.2% | +20.7% | -4.6% | +0.9% |
| All | +45.3% | +206.7% | -161.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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