+96.6%
TFC vs WM
+46.1%
+50.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -1.3% | -2.4% | +1.1% | -0.9% |
| 3M | +6.1% | +0.4% | +5.6% | +5.9% |
| 6M | +7.3% | -9.5% | +16.8% | +9.0% |
| YTD | +8.2% | +0.5% | +7.7% | +7.6% |
| 1Y | +14.4% | -1.1% | +15.5% | +14.0% |
| All | +96.6% | +46.1% | +50.5% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling