+40.0%
TFC vs DT
+98.4%
-58.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | -2.3% | +0.1% | -2.4% | -2.5% |
| 3M | +2.5% | +24.1% | -21.6% | -2.7% |
| 6M | +9.5% | +30.1% | -20.6% | +1.9% |
| YTD | +5.1% | +16.8% | -11.7% | -0.2% |
| 1Y | +15.5% | -0.1% | +15.6% | +13.5% |
| 3Y | +95.2% | +6.8% | +88.3% | +86.6% |
| 5Y | +14.5% | -28.4% | +42.8% | +14.3% |
| All | +40.0% | +98.4% | -58.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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