+265.7%
TFC vs WTW
+1,094.8%
-829.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +1.0% |
| 7D | -1.3% | -7.1% | +5.8% | +2.4% |
| 30D | -2.3% | -8.5% | +6.2% | +2.0% |
| 3M | +2.5% | +20.6% | -18.1% | -7.6% |
| 6M | +9.5% | +7.2% | +2.3% | +3.8% |
| YTD | +5.1% | -3.9% | +8.9% | +4.7% |
| 1Y | +15.5% | -3.6% | +19.1% | +14.6% |
| 3Y | +95.2% | +60.7% | +34.5% | +44.8% |
| 5Y | +14.5% | +42.2% | -27.7% | -9.9% |
| 10Y | +97.2% | +195.5% | -98.3% | +5.4% |
| All | +265.7% | +1,094.8% | -829.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling