+4.6%
TFC vs MDLN
+15.3%
-10.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +18.4% | -15.4% | +1.1% |
| 7D | +5.1% | +24.7% | -19.6% | +2.7% |
| 30D | +9.8% | +12.7% | -2.9% | +8.2% |
| 3M | -2.4% | -4.0% | +1.6% | -2.5% |
| 6M | +4.9% | -8.7% | +13.6% | +6.0% |
| YTD | +6.6% | -3.9% | +10.5% | +8.1% |
| All | +4.6% | +15.3% | -10.7% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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