-3.0%
TFC vs WING
+4.1%
-7.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +1.2% | +9.0% | -7.8% | +0.1% |
| 30D | +8.3% | +39.9% | -31.6% | +3.8% |
| 3M | -5.2% | +40.4% | -45.6% | -9.5% |
| 6M | -0.8% | +12.9% | -13.7% | -3.3% |
| YTD | +3.4% | -31.1% | +34.5% | +6.7% |
| 1Y | +17.0% | -32.7% | +49.7% | +20.8% |
| 3Y | +86.2% | -19.8% | +106.0% | +76.6% |
| All | -3.0% | +4.1% | -7.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling