+14.0%
TFC vs WTW
+42.0%
-28.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.4% | -5.7% | +3.3% | 0.0% |
| 30D | -3.4% | -7.3% | +3.9% | -0.4% |
| 3M | +0.4% | +21.5% | -21.0% | -8.3% |
| 6M | +12.7% | +9.6% | +3.0% | +6.8% |
| YTD | +5.6% | -3.3% | +8.9% | +5.7% |
| 1Y | +16.0% | -6.1% | +22.2% | +17.9% |
| 3Y | +94.0% | +61.8% | +32.1% | +40.4% |
| All | +14.0% | +42.0% | -28.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling