+95.3%
TFC vs WY
+7.2%
+88.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.9% |
| 7D | -2.5% | -3.7% | +1.2% | -0.3% |
| 30D | -2.8% | -11.3% | +8.5% | +4.0% |
| 3M | +2.1% | -8.1% | +10.3% | +6.6% |
| 6M | +10.1% | -7.4% | +17.5% | +14.0% |
| YTD | +5.4% | -4.7% | +10.1% | +6.6% |
| 1Y | +16.3% | -9.2% | +25.5% | +20.6% |
| 3Y | +95.9% | -24.7% | +120.6% | +124.4% |
| 5Y | +16.0% | -21.6% | +37.6% | +27.1% |
| All | +95.3% | +7.2% | +88.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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