+75.7%
TFC vs WSM
+1,131.4%
-1,055.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +10.8% | +5.1% | +5.7% | +9.1% |
| 3M | -3.8% | +5.1% | -8.9% | -5.4% |
| 6M | +9.6% | +48.6% | -39.0% | -3.3% |
| YTD | +5.8% | +44.2% | -38.4% | -6.0% |
| 1Y | +16.2% | +38.1% | -21.9% | +4.5% |
| 3Y | +96.0% | +257.2% | -161.2% | +25.1% |
| 5Y | +1.7% | +165.1% | -163.4% | -32.0% |
| All | +75.7% | +1,131.4% | -1,055.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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