+1,424.9%
TFC vs MCO
+7,504.3%
-6,079.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.0% |
| 7D | +2.2% | -2.7% | +5.0% | +3.5% |
| 30D | -2.5% | +0.9% | -3.4% | -3.0% |
| 3M | +4.5% | +8.7% | -4.1% | 0.0% |
| 6M | +11.0% | +2.4% | +8.5% | +8.8% |
| YTD | +5.9% | -5.2% | +11.1% | +6.6% |
| 1Y | +14.6% | -4.4% | +18.9% | +14.5% |
| 3Y | +96.7% | +45.1% | +51.6% | +60.6% |
| 5Y | +15.6% | +31.5% | -15.9% | -2.7% |
| 10Y | +98.6% | +380.7% | -282.1% | -8.2% |
| All | +1,424.9% | +7,504.3% | -6,079.4% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling