+57.3%
TFC vs MDB
+892.0%
-834.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +9.2% | -15.2% | +24.3% | +10.5% |
| 3M | -2.9% | -17.9% | +15.0% | -2.0% |
| 6M | +3.5% | +9.3% | -5.8% | +1.0% |
| YTD | +5.4% | -22.0% | +27.4% | +5.4% |
| 1Y | +17.3% | -9.3% | +26.6% | +15.2% |
| 3Y | +96.7% | -10.4% | +107.1% | +86.4% |
| 5Y | -1.1% | -43.2% | +42.1% | -8.1% |
| All | +57.3% | +892.0% | -834.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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