+79.3%
TFC vs MAGS
+187.1%
-107.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | -2.8% | +1.1% | -3.9% | -3.3% |
| 3M | +2.1% | +7.7% | -5.6% | -1.4% |
| 6M | +10.1% | +11.7% | -1.6% | +4.2% |
| YTD | +5.4% | +4.9% | +0.6% | +2.5% |
| 1Y | +16.3% | +14.3% | +2.0% | +8.3% |
| 3Y | +95.9% | +128.9% | -33.1% | +30.3% |
| All | +79.3% | +187.1% | -107.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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