+147.3%
TFC vs WU
-22.0%
+169.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.6% |
| 7D | -1.2% | +2.1% | -3.3% | -2.6% |
| 30D | +7.8% | +10.1% | -2.4% | +1.8% |
| 3M | -3.0% | -1.1% | -1.8% | -3.2% |
| 6M | +5.8% | -19.8% | +25.6% | +15.6% |
| YTD | +5.3% | -20.8% | +26.0% | +14.8% |
| 1Y | +15.7% | -15.1% | +30.8% | +21.0% |
| 3Y | +94.8% | -23.2% | +118.0% | +108.7% |
| 5Y | 0.0% | -42.6% | +42.6% | +23.4% |
| 10Y | +79.0% | -38.9% | +117.9% | +109.4% |
| All | +147.3% | -22.0% | +169.3% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling