+2,602.0%
TFC vs WM
+29,154.7%
-26,552.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | +1.1% | +4.5% | -3.4% | 0.0% |
| 30D | +7.8% | +16.1% | -8.3% | +4.0% |
| 3M | -4.8% | +8.0% | -12.8% | -6.6% |
| 6M | +1.8% | +8.4% | -6.6% | -0.4% |
| YTD | +4.4% | +11.2% | -6.8% | +1.3% |
| 1Y | +18.0% | +22.3% | -4.4% | +11.9% |
| 3Y | +85.2% | +50.2% | +34.9% | +66.0% |
| 5Y | -1.4% | +63.3% | -64.7% | -13.8% |
| 10Y | +95.7% | +355.0% | -259.3% | +39.5% |
| All | +2,602.0% | +29,154.7% | -26,552.7% | +1,342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling