+950.8%
MU vs TFC
+97.5%
+853.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.1% |
| 7D | +12.8% | +2.3% | +10.5% | +11.6% |
| 30D | -14.9% | +10.8% | -25.7% | -19.2% |
| 3M | -18.0% | -3.8% | -14.3% | -16.7% |
| 6M | -3.1% | +9.6% | -12.7% | -10.0% |
| YTD | +172.9% | +5.8% | +167.1% | +155.4% |
| 1Y | +228.8% | +16.2% | +212.7% | +188.1% |
| 3Y | +950.8% | +96.0% | +854.9% | +599.3% |
| All | +950.8% | +97.5% | +853.3% | +599.3% |
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