+15,612.2%
MA vs TFC
+158.3%
+15,453.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +7.9% | +8.6% | -0.7% | +4.3% |
| 3M | +16.8% | -4.3% | +21.1% | +18.8% |
| 6M | +31.0% | +5.4% | +25.6% | +27.5% |
| YTD | +15.0% | +4.5% | +10.5% | +12.0% |
| 1Y | +17.0% | +14.0% | +3.0% | +9.9% |
| 3Y | +68.5% | +93.4% | -24.9% | +23.3% |
| 5Y | +85.0% | +0.5% | +84.5% | +71.8% |
| 10Y | +561.3% | +77.7% | +483.6% | +341.4% |
| All | +15,612.2% | +158.3% | +15,453.9% | +7,989.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling