+62.5%
TFC vs MGY
+210.4%
-147.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.4% | +3.5% | -6.0% | -3.6% |
| 30D | -3.4% | +5.3% | -8.6% | -5.3% |
| 3M | +0.4% | +2.6% | -2.2% | -1.3% |
| 6M | +12.7% | -3.3% | +16.0% | +11.9% |
| YTD | +5.6% | +29.2% | -23.6% | -5.9% |
| 1Y | +16.0% | +18.0% | -2.0% | +6.4% |
| 3Y | +94.0% | +30.0% | +64.0% | +68.3% |
| 5Y | +16.2% | +92.7% | -76.5% | -18.5% |
| All | +62.5% | +210.4% | -147.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling