+5,778.3%
MU vs TFC
+100.2%
+5,678.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.5% |
| 7D | +7.2% | +2.2% | +4.9% | +5.9% |
| 30D | +14.0% | -2.5% | +16.5% | +15.3% |
| 3M | +5.4% | +4.5% | +0.8% | +1.8% |
| 6M | +170.3% | +11.0% | +159.3% | +151.1% |
| YTD | +250.7% | +5.9% | +244.8% | +232.8% |
| 1Y | +662.1% | +14.6% | +647.5% | +590.3% |
| 3Y | +1,341.2% | +96.7% | +1,244.5% | +875.4% |
| 5Y | +1,319.3% | +15.6% | +1,303.8% | +1,142.7% |
| 10Y | +5,778.3% | +98.6% | +5,679.7% | +3,601.5% |
| All | +5,778.3% | +100.2% | +5,678.1% | +3,601.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling