+154.2%
TFC vs WU
-19.6%
+173.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | -1.3% | -1.1% | -0.2% | -0.9% |
| 3M | +6.1% | -3.9% | +9.9% | +5.6% |
| 6M | +7.3% | -20.7% | +28.0% | +18.3% |
| YTD | +8.2% | -18.4% | +26.6% | +16.9% |
| 1Y | +14.4% | -8.1% | +22.5% | +14.2% |
| 3Y | +93.7% | -24.2% | +117.9% | +109.3% |
| 5Y | +16.4% | -50.4% | +66.8% | +57.3% |
| 10Y | +101.6% | -40.0% | +141.6% | +139.5% |
| All | +154.2% | -19.6% | +173.8% | +130.2% |
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