+1,375.2%
TFC vs MDY
+2,594.0%
-1,218.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.3% | +2.3% | 0.0% | -0.1% |
| 30D | +10.8% | +2.0% | +8.8% | +8.5% |
| 3M | -3.8% | -5.6% | +1.9% | +1.9% |
| 6M | +9.6% | +1.3% | +8.3% | +7.8% |
| YTD | +5.8% | +12.3% | -6.5% | -6.3% |
| 1Y | +16.2% | +15.8% | +0.4% | -0.3% |
| 3Y | +96.0% | +56.5% | +39.5% | +25.2% |
| 5Y | +1.7% | +35.1% | -33.4% | -23.7% |
| 10Y | +79.9% | +167.4% | -87.6% | -26.8% |
| All | +1,375.2% | +2,594.0% | -1,218.7% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling