+86.2%
TFC vs MOS
-26.6%
+112.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +1.2% | +21.6% | -20.4% | -1.8% |
| 30D | +8.3% | +12.0% | -3.6% | +6.3% |
| 3M | -5.2% | -3.9% | -1.3% | -5.0% |
| 6M | -0.8% | -3.3% | +2.5% | -1.1% |
| YTD | +3.4% | -4.6% | +8.1% | +1.6% |
| 1Y | +17.0% | -7.0% | +24.0% | +15.3% |
| 3Y | +86.2% | -24.4% | +110.6% | +88.3% |
| All | +86.2% | -26.6% | +112.8% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling