+75.7%
TFC vs WAT
+222.4%
-146.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +10.8% | +5.4% | +5.4% | +8.1% |
| 3M | -3.8% | +11.3% | -15.1% | -8.6% |
| 6M | +9.6% | +37.4% | -27.8% | -5.6% |
| YTD | +5.8% | +21.2% | -15.4% | -5.0% |
| 1Y | +16.2% | +21.3% | -5.2% | +4.1% |
| 3Y | +96.0% | +83.4% | +12.6% | +34.7% |
| 5Y | +1.7% | +29.0% | -27.3% | -18.3% |
| All | +75.7% | +222.4% | -146.8% | -9.9% |
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