+45.8%
MNST vs TFC
+20.8%
+25.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.4% | +2.6% |
| 7D | +6.8% | +5.1% | +1.7% | +5.5% |
| 30D | +12.0% | +9.8% | +2.2% | +9.5% |
| 3M | +3.5% | -2.4% | +6.0% | +3.9% |
| 6M | +29.7% | +4.9% | +24.7% | +28.4% |
| YTD | +27.2% | +6.6% | +20.6% | +26.1% |
| 1Y | +45.8% | +21.3% | +24.5% | +39.7% |
| All | +45.8% | +20.8% | +25.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling