+4,609.2%
MU vs TFC
+81.3%
+4,527.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +2.0% | -1.2% | +3.2% | +2.9% |
| 30D | -18.0% | +7.8% | -25.7% | -21.2% |
| 3M | -6.6% | -3.0% | -3.6% | -5.6% |
| 6M | +2.0% | +5.8% | -3.8% | -2.9% |
| YTD | +184.5% | +5.3% | +179.2% | +169.6% |
| 1Y | +236.9% | +15.7% | +221.2% | +203.3% |
| 3Y | +987.0% | +94.8% | +892.2% | +641.5% |
| 5Y | +1,014.6% | 0.0% | +1,014.6% | +951.8% |
| 10Y | +4,609.2% | +79.0% | +4,530.2% | +3,023.9% |
| All | +4,609.2% | +81.3% | +4,527.9% | +3,023.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling