+15.6%
TFC vs DD
+61.7%
-46.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.6% |
| 30D | -2.5% | -7.4% | +4.9% | +1.4% |
| 3M | +4.5% | -6.4% | +11.0% | +7.7% |
| 6M | +11.0% | -2.5% | +13.4% | +10.9% |
| YTD | +5.9% | +10.2% | -4.3% | -1.7% |
| 1Y | +14.6% | +36.9% | -22.4% | -6.8% |
| 3Y | +96.7% | +47.0% | +49.7% | +48.2% |
| 5Y | +15.6% | +63.1% | -47.6% | -18.1% |
| All | +15.6% | +61.7% | -46.2% | -18.1% |
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