+96.0%
TFC vs MNDY
-50.1%
+146.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | +2.3% | -11.3% | +13.6% | +3.5% |
| 30D | +10.8% | -10.8% | +21.6% | +11.9% |
| 3M | -3.8% | -17.3% | +13.5% | -2.4% |
| 6M | +9.6% | +15.2% | -5.6% | +6.1% |
| YTD | +5.8% | -47.1% | +52.9% | +12.8% |
| 1Y | +16.2% | -51.4% | +67.6% | +25.3% |
| 3Y | +96.0% | -49.6% | +145.6% | +93.7% |
| All | +96.0% | -50.1% | +146.0% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling