+90.3%
TFC vs MAS
+219.8%
-129.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.2% |
| 7D | +1.1% | +4.6% | -3.5% | -1.4% |
| 30D | +7.8% | +19.9% | -12.1% | -2.5% |
| 3M | -4.8% | +8.9% | -13.7% | -9.6% |
| 6M | +1.8% | +20.2% | -18.3% | -9.6% |
| YTD | +4.4% | +33.9% | -29.5% | -14.2% |
| 1Y | +18.0% | +34.7% | -16.7% | -3.5% |
| 3Y | +85.2% | +60.4% | +24.8% | +33.2% |
| 5Y | -1.4% | +43.5% | -44.8% | -26.1% |
| All | +90.3% | +219.8% | -129.5% | -8.6% |
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