+16.3%
TFC vs MDY
+13.9%
+2.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.2% |
| 7D | -2.5% | -2.5% | 0.0% | -0.3% |
| 30D | -2.8% | -5.0% | +2.2% | +1.7% |
| 3M | +2.1% | +0.5% | +1.7% | +1.4% |
| 6M | +10.1% | +8.0% | +2.1% | +2.1% |
| YTD | +5.4% | +12.2% | -6.7% | -4.8% |
| 1Y | +16.3% | +14.0% | +2.3% | +3.0% |
| All | +16.3% | +13.9% | +2.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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