+97.2%
TFC vs WWD
+479.8%
-382.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.6% |
| 30D | -2.3% | -5.1% | +2.8% | +0.1% |
| 3M | +2.5% | -11.2% | +13.7% | +7.4% |
| 6M | +9.5% | -12.0% | +21.5% | +14.3% |
| YTD | +5.1% | +12.0% | -6.9% | -4.0% |
| 1Y | +15.5% | +42.8% | -27.3% | -8.4% |
| 3Y | +95.2% | +168.9% | -73.8% | +5.1% |
| 5Y | +14.5% | +192.2% | -177.7% | -43.4% |
| 10Y | +97.2% | +495.3% | -398.1% | -34.4% |
| All | +97.2% | +479.8% | -382.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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