+17.9%
TFC vs WETO
-99.4%
+117.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +0.1% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | -3.4% | -39.9% | +36.5% | -3.6% |
| 3M | +0.4% | -97.9% | +98.3% | +1.3% |
| 6M | +12.7% | -95.0% | +107.7% | +11.6% |
| YTD | +5.6% | -97.2% | +102.7% | +5.2% |
| 1Y | +16.0% | -98.9% | +114.9% | +16.7% |
| All | +17.9% | -99.4% | +117.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling