+63.5%
MNST vs TFC
+96.6%
-33.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.9% | -1.2% | -5.7% | -6.7% |
| 30D | +3.7% | +7.8% | -4.0% | +2.6% |
| 3M | -0.3% | -3.0% | +2.7% | +0.1% |
| 6M | +5.1% | +5.8% | -0.7% | +4.3% |
| YTD | +18.4% | +5.3% | +13.1% | +17.4% |
| 1Y | +26.3% | +15.7% | +10.6% | +23.8% |
| All | +63.5% | +96.6% | -33.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling