+93.0%
TFC vs MNDY
-52.8%
+145.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | -1.3% | -14.1% | +12.8% | +0.3% |
| 30D | -2.3% | -8.5% | +6.1% | -1.7% |
| 3M | +2.5% | -2.5% | +5.0% | +2.1% |
| 6M | +9.5% | +0.1% | +9.4% | +8.1% |
| YTD | +5.1% | -45.0% | +50.1% | +11.9% |
| 1Y | +15.5% | -58.1% | +73.6% | +27.3% |
| All | +93.0% | -52.8% | +145.8% | +101.8% |
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