+8,268.6%
WFC vs TFC
+2,523.9%
+5,744.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.9% | +1.7% | -0.9% | -0.4% |
| 30D | +3.3% | +9.0% | -5.7% | -3.1% |
| 3M | -1.4% | -2.1% | +0.7% | +0.1% |
| 6M | +14.7% | +3.4% | +11.4% | +11.5% |
| YTD | -5.9% | +5.3% | -11.2% | -9.8% |
| 1Y | +1.8% | +16.2% | -14.3% | -9.3% |
| 3Y | +124.9% | +94.8% | +30.1% | +35.1% |
| 5Y | +92.7% | -0.7% | +93.4% | +81.0% |
| 10Y | +118.2% | +80.9% | +37.4% | +27.4% |
| All | +8,268.6% | +2,523.9% | +5,744.8% | +2,439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling