+500.3%
TTD vs TFC
+77.1%
+423.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +20.8% | +0.1% | +20.7% | +20.8% |
| 30D | +27.1% | +8.6% | +18.5% | +22.4% |
| 3M | +14.7% | -4.3% | +19.0% | +17.4% |
| 6M | -26.8% | +5.4% | -32.3% | -28.7% |
| YTD | -59.2% | +4.5% | -63.8% | -60.4% |
| 1Y | -64.7% | +14.0% | -78.7% | -67.1% |
| 3Y | -75.8% | +93.4% | -169.2% | -82.8% |
| 5Y | -84.6% | +0.5% | -85.1% | -85.4% |
| All | +500.3% | +77.1% | +423.3% | +295.3% |
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 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