+21.3%
TFC vs MAS
+40.8%
-19.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.7% | +1.3% |
| 7D | +5.1% | +14.2% | -9.1% | +1.1% |
| 30D | +9.8% | +26.8% | -17.0% | +2.5% |
| 3M | -2.4% | +13.1% | -15.6% | -6.0% |
| 6M | +4.9% | +27.9% | -23.0% | -3.3% |
| YTD | +6.6% | +38.7% | -32.1% | -5.6% |
| 1Y | +21.3% | +40.4% | -19.1% | +6.5% |
| All | +21.3% | +40.8% | -19.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling