+87.7%
TFC vs WING
+656.3%
-568.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +1.2% | +9.0% | -7.8% | 0.0% |
| 30D | +8.3% | +39.9% | -31.6% | +3.1% |
| 3M | -5.2% | +40.4% | -45.6% | -10.3% |
| 6M | -0.8% | +12.9% | -13.7% | -3.8% |
| YTD | +3.4% | -31.1% | +34.5% | +6.8% |
| 1Y | +17.0% | -32.7% | +49.7% | +21.0% |
| 3Y | +86.2% | -19.8% | +106.0% | +78.5% |
| 5Y | -2.3% | +4.0% | -6.3% | -13.6% |
| 10Y | +93.9% | +684.4% | -590.5% | +16.0% |
| All | +87.7% | +656.3% | -568.7% | +9.3% |
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