+80.9%
TFC vs W
+228.8%
-147.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +9.0% | +6.4% | +2.6% | +7.9% |
| 3M | -2.1% | +9.0% | -11.1% | -3.6% |
| 6M | +3.4% | +69.8% | -66.5% | -5.6% |
| YTD | +5.3% | +12.1% | -6.8% | +0.9% |
| 1Y | +16.2% | 0.0% | +16.1% | +12.8% |
| 3Y | +94.8% | +160.3% | -65.5% | +56.9% |
| 5Y | -0.7% | -53.3% | +52.6% | -11.1% |
| 10Y | +80.9% | +217.0% | -136.1% | +12.5% |
| All | +80.9% | +228.8% | -147.9% | +12.5% |
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