+96.7%
TFC vs DD
+47.1%
+49.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | -2.5% | -7.4% | +4.9% | +0.6% |
| 3M | +4.5% | -6.4% | +11.0% | +7.1% |
| 6M | +11.0% | -2.5% | +13.4% | +11.0% |
| YTD | +5.9% | +10.2% | -4.3% | -0.2% |
| 1Y | +14.6% | +36.9% | -22.4% | -2.9% |
| 3Y | +96.7% | +47.0% | +49.7% | +60.6% |
| All | +96.7% | +47.1% | +49.6% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling