+181.3%
TFC vs WPM
+5,060.0%
-4,878.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +8.6% | -3.1% | +11.8% | +8.8% |
| 3M | -4.3% | -2.2% | -2.2% | -4.4% |
| 6M | +5.4% | -7.4% | +12.8% | +5.5% |
| YTD | +4.5% | +12.6% | -8.1% | +2.6% |
| 1Y | +14.0% | +22.8% | -8.8% | +11.1% |
| 3Y | +93.4% | +213.6% | -120.3% | +73.5% |
| 5Y | +0.5% | +211.2% | -210.7% | -10.6% |
| 10Y | +77.7% | +733.9% | -656.2% | +41.3% |
| All | +181.3% | +5,060.0% | -4,878.7% | +66.3% |
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