+96.0%
TFC vs W
+161.9%
-65.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +10.8% | +6.8% | +4.0% | +9.4% |
| 3M | -3.8% | +10.7% | -14.4% | -5.8% |
| 6M | +9.6% | +86.3% | -76.8% | -3.8% |
| YTD | +5.8% | +11.5% | -5.7% | +0.5% |
| 1Y | +16.2% | +5.1% | +11.1% | +11.3% |
| 3Y | +96.0% | +171.0% | -75.0% | +39.3% |
| All | +96.0% | +161.9% | -65.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling