+97.2%
TFC vs WPM
+523.6%
-426.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -1.3% | +3.9% | -5.2% | -1.4% |
| 30D | -2.3% | +17.7% | -20.0% | -2.7% |
| 3M | +2.5% | +39.4% | -37.0% | +1.5% |
| 6M | +9.5% | +6.4% | +3.1% | +9.1% |
| YTD | +5.1% | +34.0% | -28.9% | +4.2% |
| 1Y | +15.5% | +50.5% | -35.0% | +14.2% |
| 3Y | +95.2% | +280.3% | -185.1% | +88.5% |
| 5Y | +14.5% | +266.3% | -251.9% | +9.7% |
| 10Y | +97.2% | +550.8% | -453.6% | +98.8% |
| All | +97.2% | +523.6% | -426.4% | +98.8% |
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