+3.9%
TFC vs MDLN
-0.9%
+4.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.6% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | -2.5% | -1.5% | -0.9% | -2.4% |
| 3M | +4.5% | +2.6% | +1.9% | +4.7% |
| 6M | +11.0% | -20.9% | +31.8% | +13.6% |
| YTD | +5.9% | -17.4% | +23.3% | +9.1% |
| All | +3.9% | -0.9% | +4.8% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling