+379.4%
TTD vs TFC
+103.1%
+276.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +2.4% | +3.9% | +5.2% |
| 30D | -23.9% | -1.3% | -22.6% | -23.3% |
| 3M | -31.4% | +6.1% | -37.4% | -33.3% |
| 6M | -42.7% | +7.3% | -50.0% | -44.9% |
| YTD | -62.0% | +8.2% | -70.2% | -63.8% |
| 1Y | -72.2% | +14.4% | -86.6% | -74.3% |
| 3Y | -81.9% | +93.7% | -175.7% | -87.2% |
| 5Y | -81.5% | +16.4% | -97.9% | -83.6% |
| All | +379.4% | +103.1% | +276.3% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling