+79.9%
TFC vs MAGS
+184.9%
-105.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +2.3% | +1.7% | +0.6% | +1.6% |
| 30D | +10.8% | -5.8% | +16.6% | +13.3% |
| 3M | -3.8% | +0.2% | -4.0% | -4.2% |
| 6M | +9.6% | -2.7% | +12.2% | +10.2% |
| YTD | +5.8% | +4.1% | +1.7% | +2.9% |
| 1Y | +16.2% | +7.5% | +8.7% | +11.3% |
| 3Y | +96.0% | +122.0% | -26.1% | +31.4% |
| All | +79.9% | +184.9% | -105.0% | -3.8% |
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