+177.5%
MAR vs TFC
-1.6%
+179.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +2.9% | +1.7% | +1.1% | +2.1% |
| 30D | +17.0% | +9.0% | +8.0% | +12.6% |
| 3M | +23.2% | -2.1% | +25.3% | +24.1% |
| 6M | +21.7% | +3.4% | +18.4% | +19.3% |
| YTD | +38.9% | +5.3% | +33.6% | +34.8% |
| 1Y | +48.7% | +16.2% | +32.5% | +38.2% |
| 3Y | +122.9% | +94.8% | +28.1% | +65.3% |
| 5Y | +177.5% | -0.7% | +178.1% | +207.4% |
| All | +177.5% | -1.6% | +179.1% | +207.4% |
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