+75.7%
TFC vs WY
+5.0%
+70.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | +10.8% | +10.1% | +0.7% | +4.4% |
| 3M | -3.8% | -15.4% | +11.6% | +5.4% |
| 6M | +9.6% | -8.3% | +17.9% | +13.7% |
| YTD | +5.8% | -9.8% | +15.6% | +9.9% |
| 1Y | +16.2% | -3.9% | +20.1% | +16.0% |
| 3Y | +96.0% | -23.3% | +119.3% | +120.4% |
| 5Y | +1.7% | -31.2% | +32.9% | +20.3% |
| All | +75.7% | +5.0% | +70.6% | +49.5% |
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