+73.5%
TFC vs WING
+620.6%
-547.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.7% | -0.1% |
| 7D | +0.1% | -3.9% | +4.0% | +0.6% |
| 30D | +8.6% | +26.6% | -18.0% | +4.8% |
| 3M | -4.3% | +42.5% | -46.8% | -9.7% |
| 6M | +5.4% | +29.4% | -24.0% | +0.1% |
| YTD | +4.5% | -32.8% | +37.3% | +8.3% |
| 1Y | +14.0% | -33.5% | +47.5% | +18.1% |
| 3Y | +93.4% | -23.4% | +116.7% | +86.2% |
| 5Y | +0.5% | -0.4% | +0.9% | -11.1% |
| All | +73.5% | +620.6% | -547.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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