+96.7%
TFC vs WAB
+174.1%
-77.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | -0.7% |
| 7D | +0.3% | +4.0% | -3.7% | -1.8% |
| 30D | +9.2% | +4.5% | +4.7% | +6.4% |
| 3M | -2.9% | +2.3% | -5.2% | -4.5% |
| 6M | +3.5% | +12.5% | -9.0% | -4.2% |
| YTD | +5.4% | +40.2% | -34.8% | -15.0% |
| 1Y | +17.3% | +45.2% | -27.9% | -7.6% |
| 3Y | +96.7% | +171.8% | -75.1% | -0.1% |
| All | +96.7% | +174.1% | -77.4% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling