+72,065.9%
MU vs TFC
+2,478.0%
+69,587.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.5% |
| 7D | -22.0% | +1.2% | -23.2% | -22.5% |
| 30D | -36.6% | +8.3% | -44.9% | -39.1% |
| 3M | -21.7% | -5.2% | -16.5% | -20.2% |
| 6M | +3.5% | -0.8% | +4.3% | +2.0% |
| YTD | +141.9% | +3.4% | +138.5% | +132.7% |
| 1Y | +189.8% | +17.0% | +172.8% | +162.9% |
| 3Y | +855.4% | +86.2% | +769.2% | +596.3% |
| 5Y | +869.2% | -2.3% | +871.5% | +822.4% |
| 10Y | +4,142.8% | +93.9% | +4,048.9% | +2,682.0% |
| All | +72,065.9% | +2,478.0% | +69,587.9% | +29,387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling