+79.0%
TFC vs WAT
+230.7%
-151.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | +7.8% | +9.0% | -1.2% | +3.7% |
| 3M | -3.0% | +13.5% | -16.4% | -8.5% |
| 6M | +5.8% | +35.3% | -29.5% | -8.2% |
| YTD | +5.3% | +24.0% | -18.7% | -6.4% |
| 1Y | +15.7% | +22.0% | -6.3% | +3.6% |
| 3Y | +94.8% | +84.0% | +10.8% | +34.0% |
| 5Y | 0.0% | +34.4% | -34.3% | -21.3% |
| 10Y | +79.0% | +231.4% | -152.4% | -8.4% |
| All | +79.0% | +230.7% | -151.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling