+15.7%
TFC vs DT
-4.9%
+20.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -1.2% | -5.4% | +4.2% | -1.1% |
| 30D | +7.8% | -32.2% | +40.0% | +8.2% |
| 3M | -3.0% | -10.9% | +7.9% | -2.7% |
| 6M | +5.8% | +10.0% | -4.2% | +5.8% |
| YTD | +5.3% | +2.1% | +3.2% | +7.2% |
| 1Y | +15.7% | -5.5% | +21.2% | +20.4% |
| All | +15.7% | -4.9% | +20.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling