-3.0%
TFC vs WM
+59.1%
-62.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | +8.3% | +13.1% | -4.7% | +5.1% |
| 3M | -5.2% | +3.6% | -8.8% | -6.1% |
| 6M | -0.8% | +8.1% | -8.9% | -2.9% |
| YTD | +3.4% | +8.9% | -5.5% | +0.7% |
| 1Y | +17.0% | +20.3% | -3.3% | +10.7% |
| 3Y | +86.2% | +46.2% | +40.0% | +63.2% |
| All | -3.0% | +59.1% | -62.1% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling