+14.5%
TFC vs WY
-20.4%
+34.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.3% | -1.7% | +0.4% | -0.4% |
| 30D | -2.3% | -9.9% | +7.5% | +3.3% |
| 3M | +2.5% | -7.5% | +10.0% | +6.3% |
| 6M | +9.5% | -5.1% | +14.6% | +11.7% |
| YTD | +5.1% | -2.1% | +7.2% | +4.5% |
| 1Y | +15.5% | -7.3% | +22.8% | +18.3% |
| 3Y | +95.2% | -22.6% | +117.8% | +119.8% |
| 5Y | +14.5% | -19.8% | +34.3% | +22.3% |
| All | +14.5% | -20.4% | +34.9% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling