+14.4%
TFC vs TT
+10.3%
+4.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -1.3% | -7.4% | +6.1% | +0.4% |
| 3M | +6.1% | -3.2% | +9.3% | +6.3% |
| 6M | +7.3% | +1.1% | +6.2% | +5.8% |
| YTD | +8.2% | +15.6% | -7.4% | +3.2% |
| 1Y | +14.4% | +9.2% | +5.3% | +10.8% |
| All | +14.4% | +10.3% | +4.1% | +10.8% |
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