+96.7%
TFC vs WPM
+279.1%
-182.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +2.2% | +7.0% | -4.8% | +1.9% |
| 30D | -2.5% | +15.7% | -18.2% | -3.3% |
| 3M | +4.5% | +35.2% | -30.7% | +2.5% |
| 6M | +11.0% | +6.1% | +4.9% | +10.2% |
| YTD | +5.9% | +32.6% | -26.7% | +3.7% |
| 1Y | +14.6% | +46.9% | -32.3% | +11.4% |
| 3Y | +96.7% | +276.3% | -179.6% | +59.9% |
| All | +96.7% | +279.1% | -182.4% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling