+173.2%
TFC vs MKTX
+1,445.7%
-1,272.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -2.5% | +1.0% | -3.5% | -2.7% |
| 3M | +4.5% | +41.3% | -36.7% | -6.8% |
| 6M | +11.0% | -11.3% | +22.3% | +12.7% |
| YTD | +5.9% | -8.6% | +14.5% | +6.2% |
| 1Y | +14.6% | -11.1% | +25.6% | +15.4% |
| 3Y | +96.7% | -24.5% | +121.2% | +100.6% |
| 5Y | +15.6% | -61.4% | +77.0% | +39.6% |
| 10Y | +98.6% | +6.8% | +91.8% | +59.5% |
| All | +173.2% | +1,445.7% | -1,272.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling