+15.6%
TFC vs WAB
+231.1%
-215.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | +2.2% | +1.7% | +0.6% | +1.2% |
| 30D | -2.5% | -2.4% | -0.1% | -1.1% |
| 3M | +4.5% | +9.7% | -5.1% | -2.5% |
| 6M | +11.0% | +16.5% | -5.5% | -1.0% |
| YTD | +5.9% | +33.7% | -27.8% | -13.9% |
| 1Y | +14.6% | +49.7% | -35.1% | -14.1% |
| 3Y | +96.7% | +170.9% | -74.2% | -4.0% |
| 5Y | +15.6% | +228.0% | -212.5% | -51.7% |
| All | +15.6% | +231.1% | -215.5% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling