+75.7%
TFC vs WPM
+749.7%
-674.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +2.3% | -3.6% | +5.8% | +2.4% |
| 30D | +10.8% | +1.4% | +9.4% | +10.7% |
| 3M | -3.8% | -0.2% | -3.6% | -3.8% |
| 6M | +9.6% | -7.3% | +16.9% | +9.6% |
| YTD | +5.8% | +12.3% | -6.6% | +5.2% |
| 1Y | +16.2% | +24.9% | -8.7% | +15.3% |
| 3Y | +96.0% | +210.4% | -114.4% | +89.0% |
| 5Y | +1.7% | +210.4% | -208.7% | -2.9% |
| All | +75.7% | +749.7% | -674.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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