-72.2%
TTD vs TFC
+15.4%
-87.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.7% |
| 30D | -23.9% | -1.3% | -22.6% | -23.7% |
| 3M | -31.4% | +6.1% | -37.4% | -31.9% |
| 6M | -42.7% | +7.3% | -50.0% | -43.5% |
| YTD | -62.0% | +8.2% | -70.2% | -62.6% |
| 1Y | -72.2% | +14.4% | -86.6% | -74.3% |
| All | -72.2% | +15.4% | -87.6% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling