+73.5%
TFC vs TT
+737.0%
-663.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +0.1% | +8.1% | -8.0% | -4.2% |
| 30D | +8.6% | -11.3% | +19.9% | +15.4% |
| 3M | -4.3% | -11.2% | +6.8% | +1.4% |
| 6M | +5.4% | -8.9% | +14.3% | +8.9% |
| YTD | +4.5% | +9.7% | -5.2% | -4.2% |
| 1Y | +14.0% | +1.3% | +12.7% | +9.4% |
| 3Y | +93.4% | +93.4% | 0.0% | +18.0% |
| 5Y | +0.5% | +133.5% | -133.1% | -47.6% |
| All | +73.5% | +737.0% | -663.5% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling