+1,315.7%
MU vs TFC
+16.2%
+1,299.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | +2.4% | +6.6% | +7.7% |
| 30D | +13.8% | -1.3% | +15.1% | +14.4% |
| 3M | +2.1% | +6.1% | -4.0% | -2.0% |
| 6M | +153.8% | +7.3% | +146.5% | +140.7% |
| YTD | +256.4% | +8.2% | +248.2% | +234.6% |
| 1Y | +719.8% | +14.4% | +705.3% | +643.5% |
| 3Y | +1,360.4% | +93.7% | +1,266.6% | +912.8% |
| All | +1,315.7% | +16.2% | +1,299.5% | +1,264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling