+11.6%
TFC vs MNDY
-50.8%
+62.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.1% |
| 7D | -2.5% | -12.5% | +10.0% | -1.3% |
| 30D | -2.8% | -2.6% | -0.2% | -2.8% |
| 3M | +2.1% | +4.2% | -2.1% | +1.2% |
| 6M | +10.1% | +9.8% | +0.4% | +7.9% |
| YTD | +5.4% | -42.3% | +47.7% | +9.7% |
| 1Y | +16.3% | -54.5% | +70.9% | +23.6% |
| 3Y | +95.9% | -50.3% | +146.1% | +102.0% |
| 5Y | +16.0% | -77.1% | +93.1% | +14.0% |
| All | +11.6% | -50.8% | +62.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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