+30.3%
MNST vs TFC
+16.9%
+13.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +4.6% | +9.2% | -4.6% | +2.5% |
| 3M | +1.0% | -2.9% | +3.9% | +1.5% |
| 6M | +5.8% | +3.5% | +2.3% | +5.2% |
| YTD | +19.1% | +5.4% | +13.6% | +19.5% |
| All | +30.3% | +16.9% | +13.4% | +32.1% |
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