+15.7%
TFC vs WAB
+46.1%
-30.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.2% | +3.1% | -4.3% | -2.3% |
| 30D | +7.8% | +6.4% | +1.3% | +5.3% |
| 3M | -3.0% | +2.2% | -5.1% | -3.8% |
| 6M | +5.8% | +13.7% | -7.9% | -0.1% |
| YTD | +5.3% | +43.0% | -37.7% | -12.8% |
| 1Y | +15.7% | +47.0% | -31.3% | -6.0% |
| All | +15.7% | +46.1% | -30.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling