+96.7%
TFC vs WWD
+164.2%
-67.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | -2.5% | -6.4% | +3.9% | -0.5% |
| 3M | +4.5% | -5.6% | +10.2% | +5.4% |
| 6M | +11.0% | -9.1% | +20.1% | +12.7% |
| YTD | +5.9% | +12.5% | -6.6% | -0.2% |
| 1Y | +14.6% | +41.3% | -26.8% | -1.3% |
| 3Y | +96.7% | +170.2% | -73.5% | +27.1% |
| All | +96.7% | +164.2% | -67.4% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling