+17.3%
TFC vs TT
+140.2%
-122.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -1.3% | -7.2% | +5.9% | +1.8% |
| 3M | +6.1% | -3.0% | +9.0% | +6.6% |
| 6M | +7.3% | +1.4% | +6.0% | +5.5% |
| YTD | +8.2% | +15.9% | -7.7% | -0.4% |
| 1Y | +14.4% | +9.4% | +5.0% | +7.8% |
| 3Y | +93.7% | +124.4% | -30.7% | +22.3% |
| All | +17.3% | +140.2% | -122.9% | -34.2% |
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