+91.3%
TFC vs WING
+719.8%
-628.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.4% | -6.5% | +0.7% |
| 7D | +0.3% | +8.6% | -8.2% | -0.9% |
| 30D | +9.2% | +44.8% | -35.6% | +3.3% |
| 3M | -2.9% | +51.9% | -54.9% | -9.2% |
| 6M | +3.5% | +37.2% | -33.7% | -2.5% |
| YTD | +5.4% | -25.3% | +30.7% | +7.6% |
| 1Y | +17.3% | -25.1% | +42.4% | +19.5% |
| 3Y | +96.7% | -12.9% | +109.6% | +86.4% |
| 5Y | -1.1% | +12.0% | -13.1% | -13.5% |
| 10Y | +84.7% | +716.5% | -631.8% | +9.8% |
| All | +91.3% | +719.8% | -628.5% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling