+15.6%
TFC vs W
-63.0%
+78.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | +2.2% | +6.5% | -4.2% | +1.3% |
| 30D | -2.5% | -6.2% | +3.7% | -1.7% |
| 3M | +4.5% | +48.9% | -44.3% | -3.0% |
| 6M | +11.0% | +31.2% | -20.2% | +4.2% |
| YTD | +5.9% | -0.4% | +6.3% | +3.2% |
| 1Y | +14.6% | +14.8% | -0.3% | +8.1% |
| 3Y | +96.7% | +40.5% | +56.2% | +67.4% |
| 5Y | +15.6% | -62.1% | +77.7% | +1.3% |
| All | +15.6% | -63.0% | +78.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling