+98.6%
TFC vs WAT
+153.6%
-55.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.5% |
| 7D | +2.2% | -0.7% | +3.0% | +2.6% |
| 30D | -2.5% | -1.0% | -1.5% | -2.2% |
| 3M | +4.5% | +10.9% | -6.3% | -0.4% |
| 6M | +11.0% | +33.2% | -22.2% | -3.5% |
| YTD | +5.9% | +6.1% | -0.2% | +1.1% |
| 1Y | +14.6% | +30.2% | -15.7% | -1.0% |
| 3Y | +96.7% | +52.9% | +43.9% | +48.0% |
| 5Y | +15.6% | -5.1% | +20.7% | +8.7% |
| 10Y | +98.6% | +152.6% | -54.0% | +11.7% |
| All | +98.6% | +153.6% | -55.0% | +11.7% |
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