+80.9%
TFC vs TT
+744.7%
-663.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.1% |
| 30D | +9.0% | -11.8% | +20.8% | +16.1% |
| 3M | -2.1% | -11.6% | +9.4% | +3.9% |
| 6M | +3.4% | -9.3% | +12.7% | +7.0% |
| YTD | +5.3% | +8.9% | -3.6% | -3.1% |
| 1Y | +16.2% | -2.2% | +18.4% | +13.7% |
| 3Y | +94.8% | +91.9% | +2.9% | +19.4% |
| 5Y | -0.7% | +136.0% | -136.7% | -48.6% |
| 10Y | +80.9% | +734.7% | -653.9% | -53.5% |
| All | +80.9% | +744.7% | -663.8% | -53.5% |
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 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