+73.1%
MA vs TFC
+16.2%
+56.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.5% |
| 30D | +1.5% | -1.3% | +2.8% | +1.9% |
| 3M | +20.4% | +6.1% | +14.4% | +17.9% |
| 6M | +11.1% | +7.3% | +3.8% | +8.1% |
| YTD | +2.0% | +8.2% | -6.2% | -1.1% |
| 1Y | -2.2% | +14.4% | -16.6% | -6.9% |
| 3Y | +41.9% | +93.7% | -51.8% | +11.7% |
| All | +73.1% | +16.2% | +56.9% | +67.4% |
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