+48.9%
TFC vs TW
+221.1%
-172.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.4% | -2.3% | +4.7% | +3.0% |
| 30D | -1.3% | +3.9% | -5.2% | -2.4% |
| 3M | +6.1% | +5.7% | +0.4% | +3.9% |
| 6M | +7.3% | -14.5% | +21.9% | +11.3% |
| YTD | +8.2% | -0.9% | +9.1% | +6.9% |
| 1Y | +14.4% | -13.5% | +27.9% | +17.6% |
| 3Y | +93.7% | +25.0% | +68.7% | +71.5% |
| 5Y | +16.4% | +22.7% | -6.3% | +1.0% |
| All | +48.9% | +221.1% | -172.2% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling