+2,700.2%
TFC vs WSM
+34,755.7%
-32,055.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | +2.4% | -3.3% | +5.7% | +3.2% |
| 30D | -1.3% | -8.4% | +7.1% | +0.6% |
| 3M | +6.1% | +9.7% | -3.6% | +3.7% |
| 6M | +7.3% | +16.7% | -9.3% | +3.4% |
| YTD | +8.2% | +28.7% | -20.5% | +1.9% |
| 1Y | +14.4% | +13.7% | +0.8% | +10.5% |
| 3Y | +93.7% | +230.1% | -136.4% | +42.7% |
| 5Y | +16.4% | +179.0% | -162.6% | -13.4% |
| 10Y | +101.6% | +1,002.5% | -901.0% | +5.0% |
| All | +2,700.2% | +34,755.7% | -32,055.5% | +754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling