-82.9%
TTD vs TFC
+103.0%
-185.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.0% |
| 30D | -23.9% | -1.3% | -22.6% | -23.3% |
| 3M | -31.4% | +6.1% | -37.4% | -33.5% |
| 6M | -42.7% | +7.3% | -50.0% | -45.1% |
| YTD | -62.0% | +8.2% | -70.2% | -64.0% |
| 1Y | -72.2% | +14.4% | -86.6% | -74.6% |
| All | -82.9% | +103.0% | -185.9% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling