+101.0%
TFC vs DT
+7.1%
+93.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.4% | -3.3% | +5.7% | +3.0% |
| 30D | -1.3% | +2.0% | -3.3% | -1.9% |
| 3M | +6.1% | +20.0% | -13.9% | +1.8% |
| 6M | +7.3% | +39.3% | -32.0% | -1.4% |
| YTD | +8.2% | +19.8% | -11.6% | +3.6% |
| 1Y | +14.4% | +4.3% | +10.2% | +14.3% |
| All | +101.0% | +7.1% | +93.9% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling