+13,824.2%
MA vs TFC
+167.4%
+13,656.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.7% |
| 30D | +1.5% | -1.3% | +2.8% | +2.0% |
| 3M | +20.4% | +6.1% | +14.4% | +17.2% |
| 6M | +11.1% | +7.3% | +3.8% | +7.2% |
| YTD | +2.0% | +8.2% | -6.2% | -2.1% |
| 1Y | -2.2% | +14.4% | -16.6% | -8.4% |
| 3Y | +41.9% | +93.7% | -51.8% | +3.2% |
| 5Y | +75.4% | +16.4% | +59.0% | +52.8% |
| 10Y | +527.5% | +101.6% | +426.0% | +296.7% |
| All | +13,824.2% | +167.4% | +13,656.7% | +6,970.2% |
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