+14.6%
TFC vs MNDY
-47.4%
+62.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.7% |
| 7D | +2.4% | -9.6% | +12.0% | +3.3% |
| 30D | -1.3% | -0.4% | -0.9% | -1.5% |
| 3M | +6.1% | +4.3% | +1.8% | +5.1% |
| 6M | +7.3% | +19.8% | -12.4% | +4.3% |
| YTD | +8.2% | -38.3% | +46.5% | +11.9% |
| 1Y | +14.4% | -50.1% | +64.5% | +20.5% |
| 3Y | +93.7% | -48.4% | +142.1% | +99.1% |
| 5Y | +16.4% | -76.0% | +92.4% | +13.6% |
| All | +14.6% | -47.4% | +62.0% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling