+142.8%
WBD vs TFC
+93.4%
+49.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.9% |
| 7D | -0.7% | +2.2% | -3.0% | -2.2% |
| 30D | +5.0% | -2.5% | +7.5% | +6.6% |
| 3M | +6.2% | +4.5% | +1.7% | +2.5% |
| 6M | +0.6% | +11.0% | -10.4% | -7.7% |
| YTD | -2.4% | +5.9% | -8.3% | -8.4% |
| 1Y | +127.7% | +14.6% | +113.1% | +100.6% |
| All | +142.8% | +93.4% | +49.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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