+265.1%
MU vs TFC
+20.8%
+244.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.0% | -10.0% | -6.4% |
| 7D | -19.1% | +5.1% | -24.2% | -18.3% |
| 30D | -25.2% | +9.8% | -35.0% | -24.2% |
| 3M | -10.9% | -2.4% | -8.5% | -10.4% |
| 6M | +38.0% | +4.9% | +33.1% | +39.0% |
| YTD | +178.8% | +6.6% | +172.3% | +162.6% |
| 1Y | +265.1% | +21.3% | +243.8% | +203.6% |
| All | +265.1% | +20.8% | +244.4% | +203.6% |
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