+1,030.3%
TFC vs WAT
+12,580.5%
-11,550.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +3.4% | -1.7% | +0.9% |
| 30D | +9.0% | +9.6% | -0.6% | +6.4% |
| 3M | -2.1% | +15.5% | -17.6% | -5.9% |
| 6M | +3.4% | +33.9% | -30.5% | -4.5% |
| YTD | +5.3% | +25.2% | -19.9% | -1.8% |
| 1Y | +16.2% | +26.3% | -10.1% | +8.1% |
| 3Y | +94.8% | +85.8% | +9.0% | +61.0% |
| 5Y | -0.7% | +35.3% | -36.0% | -12.0% |
| 10Y | +80.9% | +231.8% | -150.9% | +30.1% |
| All | +1,030.3% | +12,580.5% | -11,550.2% | +400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling