+88.5%
TFC vs MAS
+213.7%
-125.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | +1.2% | +2.0% | -0.8% | +0.1% |
| 30D | +8.3% | +19.4% | -11.0% | -1.8% |
| 3M | -5.2% | +9.4% | -14.6% | -10.2% |
| 6M | -0.8% | +15.3% | -16.1% | -9.9% |
| YTD | +3.4% | +31.3% | -27.9% | -14.1% |
| 1Y | +17.0% | +34.9% | -17.9% | -4.5% |
| 3Y | +86.2% | +58.6% | +27.6% | +34.6% |
| 5Y | -2.3% | +40.7% | -43.0% | -26.0% |
| All | +88.5% | +213.7% | -125.2% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling