+95.6%
TFC vs MKTX
+5.0%
+90.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -3.4% | +0.7% | -4.1% | -3.5% |
| 3M | +0.4% | +40.8% | -40.4% | -6.0% |
| 6M | +12.7% | -8.0% | +20.7% | +13.8% |
| YTD | +5.6% | -8.7% | +14.3% | +6.5% |
| 1Y | +16.0% | -11.8% | +27.9% | +17.7% |
| 3Y | +94.0% | -24.0% | +118.0% | +97.8% |
| 5Y | +16.2% | -60.3% | +76.5% | +32.7% |
| All | +95.6% | +5.0% | +90.5% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling