+79.0%
TFC vs WM
+332.5%
-253.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.7% |
| 30D | +7.8% | +13.8% | -6.0% | -0.7% |
| 3M | -3.0% | +6.4% | -9.4% | -6.9% |
| 6M | +5.8% | +13.2% | -7.4% | -3.0% |
| YTD | +5.3% | +10.8% | -5.5% | -3.0% |
| 1Y | +15.7% | +20.2% | -4.5% | +0.8% |
| 3Y | +94.8% | +46.5% | +48.3% | +40.5% |
| 5Y | 0.0% | +61.3% | -61.2% | -35.6% |
| 10Y | +79.0% | +324.8% | -245.7% | -33.1% |
| All | +79.0% | +332.5% | -253.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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