+78.7%
TFC vs MAGS
+187.7%
-109.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | +2.5% | +5.6% | -3.1% | -0.2% |
| 6M | +9.5% | +12.3% | -2.8% | +3.4% |
| YTD | +5.1% | +5.1% | 0.0% | +2.1% |
| 1Y | +15.5% | +14.0% | +1.5% | +7.7% |
| 3Y | +95.2% | +129.4% | -34.2% | +29.8% |
| All | +78.7% | +187.7% | -109.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling