+97.2%
TFC vs WEC
+141.2%
-44.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.3% | +0.9% | -3.2% | -2.7% |
| 3M | +2.5% | -5.3% | +7.8% | +4.4% |
| 6M | +9.5% | -6.6% | +16.1% | +11.9% |
| YTD | +5.1% | +3.3% | +1.8% | +3.5% |
| 1Y | +15.5% | +2.1% | +13.4% | +14.1% |
| 3Y | +95.2% | +39.6% | +55.6% | +70.6% |
| 5Y | +14.5% | +31.2% | -16.7% | +1.1% |
| 10Y | +97.2% | +148.4% | -51.2% | +78.7% |
| All | +97.2% | +141.2% | -44.0% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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