+16.2%
TFC vs MAS
+39.0%
-22.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +1.7% | +3.6% | -1.9% | +0.6% |
| 30D | +9.0% | +23.8% | -14.8% | +2.4% |
| 3M | -2.1% | +14.4% | -16.5% | -6.0% |
| 6M | +3.4% | +19.7% | -16.4% | -2.9% |
| YTD | +5.3% | +36.0% | -30.7% | -6.4% |
| 1Y | +16.2% | +40.4% | -24.2% | +1.5% |
| All | +16.2% | +39.0% | -22.8% | +1.5% |
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