+16.0%
TFC vs MKTX
-10.6%
+26.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.3% |
| 3M | +0.4% | +40.8% | -40.4% | +3.0% |
| 6M | +12.7% | -8.0% | +20.7% | +10.5% |
| YTD | +5.6% | -8.7% | +14.3% | +4.3% |
| 1Y | +16.0% | -11.8% | +27.9% | +11.7% |
| All | +16.0% | -10.6% | +26.6% | +11.7% |
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