+16.2%
TFC vs MLM
-12.9%
+29.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | +9.0% | +10.4% | -1.4% | +5.4% |
| 3M | -2.1% | -3.7% | +1.6% | -1.1% |
| 6M | +3.4% | -10.3% | +13.6% | +6.6% |
| YTD | +5.3% | -14.8% | +20.1% | +8.9% |
| 1Y | +16.2% | -13.9% | +30.0% | +19.0% |
| All | +16.2% | -12.9% | +29.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling