+75.7%
TFC vs WCN
+322.1%
-246.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | +0.9% |
| 30D | +10.8% | +23.9% | -13.1% | -1.3% |
| 3M | -3.8% | +17.4% | -21.2% | -11.9% |
| 6M | +9.6% | +28.0% | -18.4% | -4.7% |
| YTD | +5.8% | +11.6% | -5.8% | -1.6% |
| 1Y | +16.2% | +16.9% | -0.7% | +5.1% |
| 3Y | +96.0% | +51.6% | +44.4% | +47.0% |
| 5Y | +1.7% | +48.0% | -46.3% | -24.7% |
| All | +75.7% | +322.1% | -246.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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