+2,700.2%
TFC vs WM
+26,336.4%
-23,636.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -1.3% | -2.4% | +1.1% | -0.8% |
| 3M | +6.1% | +0.4% | +5.6% | +5.8% |
| 6M | +7.3% | -9.5% | +16.8% | +9.6% |
| YTD | +8.2% | +0.5% | +7.7% | +7.7% |
| 1Y | +14.4% | -1.1% | +15.5% | +14.2% |
| 3Y | +93.7% | +46.0% | +47.7% | +74.8% |
| 5Y | +16.4% | +51.8% | -35.4% | +3.5% |
| 10Y | +101.6% | +307.5% | -206.0% | +47.5% |
| All | +2,700.2% | +26,336.4% | -23,636.2% | +1,432.8% |
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