+43.8%
TFC vs TW
+298.0%
-254.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.7% |
| 30D | +8.6% | +19.7% | -11.0% | +3.5% |
| 3M | -4.3% | +26.8% | -31.2% | -10.4% |
| 6M | +5.4% | +20.9% | -15.4% | -0.5% |
| YTD | +4.5% | +22.9% | -18.4% | -2.6% |
| 1Y | +14.0% | +20.4% | -6.4% | +6.8% |
| 3Y | +93.4% | +42.9% | +50.5% | +66.2% |
| 5Y | +0.5% | +40.2% | -39.8% | -15.3% |
| All | +43.8% | +298.0% | -254.2% | -15.9% |
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