+505.6%
MA vs TFC
+100.2%
+405.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.6% |
| 30D | +1.4% | -2.5% | +3.9% | +2.4% |
| 3M | +17.7% | +4.5% | +13.2% | +15.4% |
| 6M | +9.7% | +11.0% | -1.3% | +4.6% |
| YTD | +0.5% | +5.9% | -5.4% | -2.4% |
| 1Y | -2.1% | +14.6% | -16.6% | -8.0% |
| 3Y | +40.1% | +96.7% | -56.6% | +2.8% |
| 5Y | +67.5% | +15.6% | +51.9% | +49.7% |
| 10Y | +505.6% | +98.6% | +407.0% | +302.6% |
| All | +505.6% | +100.2% | +405.4% | +302.6% |
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