+97.2%
TFC vs WCC
+506.2%
-409.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | -1.3% | +6.8% | -8.1% | -4.0% |
| 30D | -2.3% | -3.0% | +0.7% | -1.5% |
| 3M | +2.5% | +0.2% | +2.3% | +0.7% |
| 6M | +9.5% | +33.2% | -23.7% | -5.7% |
| YTD | +5.1% | +45.8% | -40.8% | -13.4% |
| 1Y | +15.5% | +68.4% | -52.9% | -11.5% |
| 3Y | +95.2% | +131.1% | -36.0% | +21.8% |
| 5Y | +14.5% | +225.6% | -211.1% | -42.6% |
| 10Y | +97.2% | +534.2% | -437.0% | -41.8% |
| All | +97.2% | +506.2% | -409.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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