+21.3%
TFC vs MKTX
+5.4%
+15.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +5.1% | +0.5% | +4.6% | +5.1% |
| 30D | +9.8% | +1.0% | +8.8% | +9.8% |
| 3M | -2.4% | +2.5% | -4.9% | -2.3% |
| 6M | +4.9% | +8.0% | -3.1% | +4.7% |
| YTD | +6.6% | -7.3% | +13.8% | +6.8% |
| 1Y | +21.3% | +4.7% | +16.7% | +21.2% |
| All | +21.3% | +5.4% | +15.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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