+361.1%
TTD vs TFC
+97.2%
+263.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | +3.7% | -2.3% | +6.0% | +4.9% |
| 3M | -30.2% | +2.5% | -32.7% | -31.0% |
| 6M | -51.4% | +9.5% | -60.9% | -53.7% |
| YTD | -63.4% | +5.1% | -68.5% | -64.6% |
| 1Y | -73.5% | +15.5% | -89.0% | -75.6% |
| 3Y | -83.5% | +95.2% | -178.6% | -88.3% |
| 5Y | -80.9% | +14.5% | -95.4% | -82.9% |
| All | +361.1% | +97.2% | +263.9% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling