-1.1%
TFC vs DD
+71.8%
-72.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | -1.1% |
| 7D | +0.3% | +9.8% | -9.5% | -4.9% |
| 30D | +9.2% | +19.3% | -10.2% | -0.9% |
| 3M | -2.9% | +9.4% | -12.3% | -7.9% |
| 6M | +3.5% | +4.8% | -1.3% | -0.1% |
| YTD | +5.4% | +30.2% | -24.8% | -10.9% |
| 1Y | +17.3% | +32.2% | -14.9% | -1.9% |
| 3Y | +96.7% | +93.1% | +3.6% | +24.6% |
| 5Y | -1.1% | +68.0% | -69.1% | -31.6% |
| All | -1.1% | +71.8% | -72.9% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling