+13.9%
TFC vs MGY
+88.4%
-74.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | -2.8% | +6.5% | -9.3% | -4.7% |
| 3M | +2.1% | +0.3% | +1.8% | +1.4% |
| 6M | +10.1% | -2.4% | +12.5% | +9.2% |
| YTD | +5.4% | +29.0% | -23.6% | -4.8% |
| 1Y | +16.3% | +17.0% | -0.7% | +8.1% |
| 3Y | +95.9% | +26.2% | +69.7% | +74.5% |
| All | +13.9% | +88.4% | -74.6% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling