+79.0%
TFC vs DD
+99.0%
-20.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -3.2% |
| 30D | +7.8% | +20.3% | -12.5% | -4.1% |
| 3M | -3.0% | +8.2% | -11.1% | -8.1% |
| 6M | +5.8% | +3.4% | +2.4% | +2.2% |
| YTD | +5.3% | +30.6% | -25.3% | -13.1% |
| 1Y | +15.7% | +30.6% | -15.0% | -4.7% |
| 3Y | +94.8% | +91.1% | +3.7% | +20.2% |
| 5Y | 0.0% | +68.6% | -68.6% | -33.7% |
| 10Y | +79.0% | +99.9% | -20.9% | -18.0% |
| All | +79.0% | +99.0% | -20.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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