+19.1%
MA vs TFC
+15.8%
+3.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.4% |
| 30D | +11.0% | +7.8% | +3.3% | +8.5% |
| 3M | +17.9% | -3.0% | +20.8% | +18.8% |
| 6M | +33.2% | +5.8% | +27.3% | +30.2% |
| YTD | +16.5% | +5.3% | +11.2% | +12.7% |
| 1Y | +19.1% | +15.7% | +3.4% | +8.6% |
| All | +19.1% | +15.8% | +3.3% | +8.6% |
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 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