+15.4%
TFC vs TW
+20.1%
-4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.6% |
| 7D | +2.2% | -3.5% | +5.7% | +2.9% |
| 30D | -2.5% | +0.5% | -3.0% | -2.6% |
| 3M | +4.5% | +4.9% | -0.4% | +3.2% |
| 6M | +11.0% | -17.1% | +28.1% | +14.9% |
| YTD | +5.9% | -3.9% | +9.7% | +5.6% |
| 1Y | +14.6% | -13.3% | +27.8% | +17.0% |
| 3Y | +96.7% | +20.9% | +75.8% | +77.7% |
| All | +15.4% | +20.1% | -4.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling