+78.0%
TFC vs MAGS
+184.9%
-106.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +9.7% | -5.8% | +15.4% | +12.1% |
| 3M | -4.8% | +0.2% | -5.0% | -5.2% |
| 6M | +8.4% | -2.7% | +11.1% | +9.1% |
| YTD | +4.7% | +4.1% | +0.6% | +1.8% |
| 1Y | +15.0% | +7.5% | +7.4% | +10.1% |
| 3Y | +93.9% | +122.0% | -28.1% | +30.0% |
| All | +78.0% | +184.9% | -106.9% | -4.8% |
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