-83.3%
TTD vs TFC
+82.8%
-166.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.4% |
| 7D | +5.2% | +1.2% | +4.0% | +4.5% |
| 30D | +6.9% | +8.3% | -1.4% | +2.4% |
| 3M | -26.8% | -5.2% | -21.7% | -24.6% |
| 6M | -46.1% | -0.8% | -45.4% | -45.9% |
| YTD | -65.9% | +3.4% | -69.4% | -67.0% |
| 1Y | -71.8% | +17.0% | -88.8% | -74.7% |
| 3Y | -83.3% | +86.2% | -169.5% | -89.3% |
| All | -83.3% | +82.8% | -166.1% | -89.3% |
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 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