+96.7%
TFC vs DD
+90.7%
+6.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | -0.3% |
| 7D | +0.3% | +9.8% | -9.5% | -3.6% |
| 30D | +9.2% | +19.3% | -10.2% | +1.5% |
| 3M | -2.9% | +9.4% | -12.3% | -6.6% |
| 6M | +3.5% | +4.8% | -1.3% | +0.9% |
| YTD | +5.4% | +30.2% | -24.8% | -7.1% |
| 1Y | +17.3% | +32.2% | -14.9% | +2.6% |
| 3Y | +96.7% | +93.1% | +3.6% | +25.2% |
| All | +96.7% | +90.7% | +6.0% | +25.2% |
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