+93.6%
TFC vs TW
+42.9%
+50.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.1% | +3.2% | -3.1% | -0.1% |
| 30D | +8.6% | +19.7% | -11.0% | +7.5% |
| 3M | -4.3% | +26.8% | -31.2% | -5.7% |
| 6M | +5.4% | +20.9% | -15.4% | +4.4% |
| YTD | +4.5% | +22.9% | -18.4% | +3.0% |
| 1Y | +14.0% | +20.4% | -6.4% | +12.6% |
| All | +93.6% | +42.9% | +50.8% | +99.0% |
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