+93.0%
TFC vs TW
+20.8%
+72.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -2.3% | -0.6% | -1.7% | -2.3% |
| 3M | +2.5% | +3.4% | -0.9% | +2.1% |
| 6M | +9.5% | -18.4% | +27.9% | +11.9% |
| YTD | +5.1% | -3.9% | +9.0% | +5.0% |
| 1Y | +15.5% | -13.3% | +28.8% | +17.0% |
| All | +93.0% | +20.8% | +72.2% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling