+2,657.9%
TFC vs MAS
+1,727.7%
+930.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.7% | +0.7% |
| 7D | +5.1% | +14.2% | -9.1% | -0.5% |
| 30D | +9.8% | +26.8% | -17.0% | -0.4% |
| 3M | -2.4% | +13.1% | -15.6% | -7.5% |
| 6M | +4.9% | +27.9% | -23.0% | -6.1% |
| YTD | +6.6% | +38.7% | -32.1% | -8.6% |
| 1Y | +21.3% | +40.4% | -19.1% | +3.5% |
| 3Y | +89.0% | +66.1% | +22.9% | +49.2% |
| 5Y | +1.5% | +47.4% | -45.9% | -16.9% |
| 10Y | +99.8% | +238.3% | -138.6% | +17.2% |
| All | +2,657.9% | +1,727.7% | +930.2% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling