+554.8%
MA vs TFC
+90.1%
+464.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | +11.3% | +9.2% | +2.2% | +7.6% |
| 3M | +16.7% | -2.9% | +19.6% | +17.9% |
| 6M | +32.8% | +3.5% | +29.3% | +30.4% |
| YTD | +15.6% | +5.4% | +10.2% | +12.4% |
| 1Y | +19.6% | +17.3% | +2.3% | +11.4% |
| 3Y | +72.1% | +96.7% | -24.6% | +26.9% |
| 5Y | +96.0% | -1.1% | +97.1% | +87.9% |
| 10Y | +554.8% | +84.7% | +470.0% | +396.7% |
| All | +554.8% | +90.1% | +464.7% | +396.7% |
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