+15.6%
TFC vs WEC
+34.9%
-19.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | -2.5% | +0.3% | -2.8% | -2.6% |
| 3M | +4.5% | -2.9% | +7.5% | +5.5% |
| 6M | +11.0% | -5.9% | +16.9% | +13.0% |
| YTD | +5.9% | +4.1% | +1.7% | +4.1% |
| 1Y | +14.6% | +3.1% | +11.4% | +12.8% |
| 3Y | +96.7% | +40.8% | +55.9% | +71.7% |
| 5Y | +15.6% | +31.7% | -16.1% | -2.4% |
| All | +15.6% | +34.9% | -19.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling