+95.3%
TFC vs WSM
+1,058.9%
-963.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -2.8% | -10.7% | +7.9% | +0.5% |
| 3M | +2.1% | +8.5% | -6.3% | -0.6% |
| 6M | +10.1% | +19.6% | -9.5% | +3.8% |
| YTD | +5.4% | +26.6% | -21.2% | -2.4% |
| 1Y | +16.3% | +12.0% | +4.4% | +11.3% |
| 3Y | +95.9% | +226.6% | -130.8% | +27.9% |
| 5Y | +16.0% | +174.1% | -158.1% | -23.5% |
| All | +95.3% | +1,058.9% | -963.6% | -29.1% |
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