+569.6%
MA vs TFC
+81.3%
+488.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | +11.0% | +7.8% | +3.3% | +7.9% |
| 3M | +17.9% | -3.0% | +20.8% | +19.2% |
| 6M | +33.2% | +5.8% | +27.3% | +29.7% |
| YTD | +16.5% | +5.3% | +11.2% | +13.3% |
| 1Y | +19.1% | +15.7% | +3.4% | +11.6% |
| 3Y | +70.6% | +94.8% | -24.2% | +26.2% |
| 5Y | +92.1% | 0.0% | +92.1% | +83.2% |
| 10Y | +569.6% | +79.0% | +490.6% | +392.7% |
| All | +569.6% | +81.3% | +488.3% | +392.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling