-73.5%
TTD vs TFC
+13.9%
-87.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -4.6% | -1.3% | -3.3% | -4.2% |
| 30D | +3.7% | -2.3% | +6.0% | +4.3% |
| 3M | -30.2% | +2.5% | -32.7% | -30.2% |
| 6M | -51.4% | +9.5% | -60.9% | -52.0% |
| YTD | -63.4% | +5.1% | -68.5% | -63.8% |
| 1Y | -73.5% | +15.5% | -89.0% | -75.1% |
| All | -73.5% | +13.9% | -87.5% | -75.1% |
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