+88.5%
MA vs TFC
+0.2%
+88.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | +9.6% | +9.7% | 0.0% | +6.5% |
| 3M | +16.8% | -4.8% | +21.5% | +18.5% |
| 6M | +35.2% | +8.4% | +26.8% | +31.3% |
| YTD | +16.6% | +4.7% | +11.9% | +14.2% |
| 1Y | +19.8% | +15.0% | +4.8% | +13.9% |
| 3Y | +70.7% | +93.9% | -23.2% | +35.1% |
| All | +88.5% | +0.2% | +88.3% | +98.6% |
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