+3,214.7%
MAR vs TFC
+330.2%
+2,884.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | -1.2% | +2.2% | +1.6% |
| 30D | +16.2% | +7.8% | +8.5% | +11.8% |
| 3M | +23.1% | -3.0% | +26.0% | +24.7% |
| 6M | +22.0% | +5.8% | +16.1% | +17.6% |
| YTD | +39.2% | +5.3% | +33.9% | +34.4% |
| 1Y | +48.3% | +15.7% | +32.6% | +36.4% |
| 3Y | +123.4% | +94.8% | +28.6% | +53.7% |
| 5Y | +185.4% | 0.0% | +185.3% | +165.3% |
| 10Y | +539.2% | +79.0% | +460.2% | +313.1% |
| All | +3,214.7% | +330.2% | +2,884.4% | +1,001.5% |
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 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