+74.7%
MRK vs TFC
+16.6%
+58.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -2.4% | -1.8% | -3.7% |
| 30D | +8.3% | -3.4% | +11.6% | +9.0% |
| 3M | +20.0% | +0.4% | +19.6% | +19.4% |
| 6M | +25.7% | +12.7% | +13.0% | +20.7% |
| YTD | +38.7% | +5.6% | +33.2% | +34.2% |
| 1Y | +74.7% | +16.0% | +58.7% | +64.1% |
| All | +74.7% | +16.6% | +58.1% | +64.1% |
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