+21.3%
TFC vs MCO
+9.9%
+11.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.0% |
| 7D | +5.1% | +10.7% | -5.6% | +3.2% |
| 30D | +9.8% | +17.9% | -8.1% | +6.8% |
| 3M | -2.4% | +9.5% | -11.9% | -4.1% |
| 6M | +4.9% | +18.1% | -13.1% | +2.3% |
| YTD | +6.6% | +4.1% | +2.5% | +4.2% |
| 1Y | +21.3% | +9.3% | +12.0% | +17.2% |
| All | +21.3% | +9.9% | +11.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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