+16.0%
TFC vs MKTX
-60.6%
+76.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -2.8% | +0.8% | -3.7% | -2.9% |
| 3M | +2.1% | +41.1% | -39.0% | -2.3% |
| 6M | +10.1% | -9.5% | +19.7% | +11.8% |
| YTD | +5.4% | -8.7% | +14.1% | +6.7% |
| 1Y | +16.3% | -10.0% | +26.3% | +17.9% |
| 3Y | +95.9% | -24.6% | +120.5% | +100.0% |
| 5Y | +16.0% | -60.3% | +76.3% | +22.2% |
| All | +16.0% | -60.6% | +76.5% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling