+97.2%
TFC vs W
+142.4%
-45.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.3% | +5.9% | -7.2% | -2.1% |
| 30D | -2.3% | -3.0% | +0.7% | -2.0% |
| 3M | +2.5% | +40.3% | -37.9% | -3.4% |
| 6M | +9.5% | +32.2% | -22.7% | +3.3% |
| YTD | +5.1% | -0.3% | +5.3% | +2.6% |
| 1Y | +15.5% | +16.2% | -0.7% | +9.4% |
| 3Y | +95.2% | +40.7% | +54.4% | +69.8% |
| 5Y | +14.5% | -62.3% | +76.8% | +5.5% |
| 10Y | +97.2% | +162.2% | -65.0% | +15.7% |
| All | +97.2% | +142.4% | -45.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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