-2.2%
MA vs TFC
+15.4%
-17.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.4% |
| 30D | +1.5% | -1.3% | +2.8% | +1.9% |
| 3M | +20.4% | +6.1% | +14.4% | +17.9% |
| 6M | +11.1% | +7.3% | +3.8% | +7.4% |
| YTD | +2.0% | +8.2% | -6.2% | -1.4% |
| 1Y | -2.2% | +14.4% | -16.6% | -10.1% |
| All | -2.2% | +15.4% | -17.5% | -10.1% |
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