+96.7%
TFC vs WU
-27.2%
+123.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | +2.2% | -0.8% | +3.1% | +2.5% |
| 30D | -2.5% | -1.1% | -1.4% | -2.2% |
| 3M | +4.5% | -1.8% | +6.4% | +3.6% |
| 6M | +11.0% | -23.9% | +34.9% | +19.9% |
| YTD | +5.9% | -20.4% | +26.3% | +12.3% |
| 1Y | +14.6% | -10.6% | +25.1% | +15.5% |
| 3Y | +96.7% | -27.7% | +124.5% | +105.7% |
| All | +96.7% | -27.2% | +123.9% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling