-1.4%
TFC vs MLM
+30.6%
-32.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.1% | +0.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | +7.8% | +7.9% | -0.2% | +3.3% |
| 3M | -4.8% | -4.5% | -0.3% | -2.7% |
| 6M | +1.8% | -12.6% | +14.5% | +8.3% |
| YTD | +4.4% | -14.9% | +19.3% | +11.7% |
| 1Y | +18.0% | -13.1% | +31.0% | +24.5% |
| 3Y | +85.2% | +21.2% | +64.0% | +57.2% |
| 5Y | -1.4% | +32.0% | -33.4% | -24.4% |
| All | -1.4% | +30.6% | -32.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling