+84.0%
TFC vs MAGS
+188.2%
-104.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | -1.3% | +1.5% | -2.8% | -2.0% |
| 3M | +6.1% | +0.5% | +5.6% | +5.5% |
| 6M | +7.3% | +11.6% | -4.2% | +1.7% |
| YTD | +8.2% | +5.3% | +2.9% | +5.1% |
| 1Y | +14.4% | +14.9% | -0.5% | +6.4% |
| 3Y | +93.7% | +128.9% | -35.2% | +29.0% |
| All | +84.0% | +188.2% | -104.1% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling