+97.2%
TFC vs DD
+64.9%
+32.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.8% |
| 7D | -1.3% | -3.8% | +2.5% | +1.0% |
| 30D | -2.3% | -9.2% | +6.9% | +3.4% |
| 3M | +2.5% | -9.0% | +11.5% | +7.8% |
| 6M | +9.5% | -5.0% | +14.4% | +11.1% |
| YTD | +5.1% | +7.4% | -2.3% | -1.8% |
| 1Y | +15.5% | +35.1% | -19.6% | -7.5% |
| 3Y | +95.2% | +43.2% | +52.0% | +44.9% |
| 5Y | +14.5% | +59.6% | -45.2% | -22.3% |
| 10Y | +97.2% | +66.5% | +30.7% | -1.3% |
| All | +97.2% | +64.9% | +32.3% | -1.3% |
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