-80.8%
TTD vs TFC
+16.2%
-97.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +2.4% | +3.9% | +4.9% |
| 30D | -23.9% | -1.3% | -22.6% | -23.2% |
| 3M | -31.4% | +6.1% | -37.4% | -33.7% |
| 6M | -42.7% | +7.3% | -50.0% | -45.4% |
| YTD | -62.0% | +8.2% | -70.2% | -64.2% |
| 1Y | -72.2% | +14.4% | -86.6% | -74.8% |
| 3Y | -81.9% | +93.7% | -175.7% | -88.5% |
| All | -80.8% | +16.2% | -97.0% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling