+21.3%
TFC vs MOS
-16.2%
+37.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +17.4% | -14.4% | +1.9% |
| 7D | +5.1% | +17.9% | -12.9% | +4.0% |
| 30D | +9.8% | +1.6% | +8.2% | +9.4% |
| 3M | -2.4% | -4.0% | +1.6% | -2.6% |
| 6M | +4.9% | -4.1% | +9.0% | +4.5% |
| YTD | +6.6% | -7.8% | +14.4% | +4.2% |
| 1Y | +21.3% | -15.6% | +36.9% | +21.3% |
| All | +21.3% | -16.2% | +37.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling