+2,700.2%
TFC vs TT
+16,138.6%
-13,438.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.4% | -0.2% | +2.7% | +2.5% |
| 30D | -1.3% | -7.4% | +6.1% | +1.9% |
| 3M | +6.1% | -3.2% | +9.3% | +6.8% |
| 6M | +7.3% | +1.1% | +6.2% | +5.8% |
| YTD | +8.2% | +15.6% | -7.4% | +0.4% |
| 1Y | +14.4% | +9.2% | +5.3% | +8.4% |
| 3Y | +93.7% | +124.4% | -30.7% | +32.1% |
| 5Y | +16.4% | +138.0% | -121.6% | -23.4% |
| 10Y | +101.6% | +886.4% | -784.8% | -25.2% |
| All | +2,700.2% | +16,138.6% | -13,438.5% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling