+42,373.8%
MCHP vs TFC
+1,449.6%
+40,924.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.6% |
| 30D | -4.1% | -1.3% | -2.8% | -3.6% |
| 3M | -22.5% | +6.1% | -28.6% | -25.0% |
| 6M | +7.3% | +7.3% | -0.1% | +3.5% |
| YTD | +18.4% | +8.2% | +10.2% | +13.6% |
| 1Y | +18.1% | +14.4% | +3.7% | +10.5% |
| 3Y | -2.8% | +93.7% | -96.5% | -27.4% |
| 5Y | +5.5% | +16.4% | -10.9% | -4.5% |
| 10Y | +185.8% | +101.6% | +84.3% | +96.4% |
| All | +42,373.8% | +1,449.6% | +40,924.2% | +10,396.5% |
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