+79.0%
TFC vs MLM
+140.5%
-61.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.2% | -5.8% | +4.6% | +2.1% |
| 30D | +7.8% | +9.8% | -2.1% | +2.0% |
| 3M | -3.0% | -5.2% | +2.2% | -0.4% |
| 6M | +5.8% | -10.3% | +16.1% | +11.0% |
| YTD | +5.3% | -15.5% | +20.8% | +13.4% |
| 1Y | +15.7% | -15.0% | +30.7% | +24.2% |
| 3Y | +94.8% | +17.5% | +77.3% | +70.2% |
| 5Y | 0.0% | +30.5% | -30.5% | -19.7% |
| 10Y | +79.0% | +145.5% | -66.5% | -6.2% |
| All | +79.0% | +140.5% | -61.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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