+95.3%
TFC vs WU
-39.5%
+134.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.5% | -5.0% | +2.5% | +0.1% |
| 30D | -2.8% | -2.3% | -0.6% | -1.8% |
| 3M | +2.1% | -3.2% | +5.4% | +1.3% |
| 6M | +10.1% | -25.0% | +35.1% | +25.0% |
| YTD | +5.4% | -21.7% | +27.1% | +16.3% |
| 1Y | +16.3% | -9.0% | +25.3% | +16.2% |
| 3Y | +95.9% | -28.9% | +124.7% | +119.0% |
| 5Y | +16.0% | -51.0% | +67.0% | +59.5% |
| All | +95.3% | -39.5% | +134.8% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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