+191.2%
TFC vs WPM
+5,967.5%
-5,776.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | -1.3% | +26.4% | -27.7% | -3.2% |
| 3M | +6.1% | +20.8% | -14.8% | +4.2% |
| 6M | +7.3% | +1.1% | +6.2% | +6.7% |
| YTD | +8.2% | +32.5% | -24.3% | +5.1% |
| 1Y | +14.4% | +51.5% | -37.1% | +9.8% |
| 3Y | +93.7% | +267.0% | -173.3% | +72.0% |
| 5Y | +16.4% | +250.1% | -233.7% | +2.7% |
| 10Y | +101.6% | +540.4% | -438.8% | +64.4% |
| All | +191.2% | +5,967.5% | -5,776.3% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling