+92.3%
MA vs TFC
-2.5%
+94.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +14.7% | +8.3% | +6.3% | +11.8% |
| 3M | +13.5% | -5.2% | +18.7% | +15.4% |
| 6M | +33.1% | -0.8% | +33.9% | +33.0% |
| YTD | +15.1% | +3.4% | +11.6% | +13.2% |
| 1Y | +18.7% | +17.0% | +1.7% | +12.3% |
| 3Y | +72.1% | +86.2% | -14.1% | +38.2% |
| All | +92.3% | -2.5% | +94.8% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling