+424.9%
MAR vs TFC
+98.5%
+326.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.1% | -2.5% | +0.4% | -0.8% |
| 30D | -5.7% | -2.8% | -2.8% | -4.3% |
| 3M | -14.6% | +2.1% | -16.8% | -15.9% |
| 6M | +1.3% | +10.1% | -8.8% | -4.2% |
| YTD | +6.7% | +5.4% | +1.3% | +3.1% |
| 1Y | +26.4% | +16.3% | +10.1% | +15.6% |
| 3Y | +64.7% | +95.9% | -31.1% | +11.3% |
| 5Y | +153.1% | +16.0% | +137.1% | +120.6% |
| All | +424.9% | +98.5% | +326.4% | +238.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling