+156.4%
MAR vs TFC
+15.2%
+141.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.3% |
| 7D | -1.7% | +2.2% | -4.0% | -2.7% |
| 30D | -6.9% | -2.5% | -4.4% | -5.9% |
| 3M | -15.8% | +4.5% | -20.4% | -17.7% |
| 6M | +1.9% | +11.0% | -9.0% | -3.1% |
| YTD | +6.6% | +5.9% | +0.7% | +3.4% |
| 1Y | +23.7% | +14.6% | +9.1% | +15.6% |
| 3Y | +64.6% | +96.7% | -32.1% | +21.1% |
| 5Y | +156.4% | +15.6% | +140.8% | +149.5% |
| All | +156.4% | +15.2% | +141.2% | +149.5% |
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