+21.3%
TFC vs TT
-6.5%
+27.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +3.2% |
| 7D | +5.1% | -8.5% | +13.5% | +6.6% |
| 30D | +9.8% | -12.8% | +22.6% | +12.3% |
| 3M | -2.4% | -12.9% | +10.4% | -0.2% |
| 6M | +4.9% | -15.2% | +20.2% | +7.7% |
| YTD | +6.6% | +6.2% | +0.4% | +3.9% |
| 1Y | +21.3% | -4.5% | +25.8% | +22.5% |
| All | +21.3% | -6.5% | +27.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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