+0.8%
TFC vs TT
+131.0%
-130.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | +2.3% | +4.0% | -1.8% | +0.6% |
| 30D | +10.8% | -11.3% | +22.1% | +15.9% |
| 3M | -3.8% | -12.3% | +8.5% | +1.0% |
| 6M | +9.6% | -10.8% | +20.4% | +13.4% |
| YTD | +5.8% | +8.2% | -2.4% | -0.5% |
| 1Y | +16.2% | +1.5% | +14.7% | +12.4% |
| 3Y | +96.0% | +91.5% | +4.5% | +31.8% |
| All | +0.8% | +131.0% | -130.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling