+48.9%
TFC vs MRNA
+554.4%
-505.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.2% | +0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.4% |
| 30D | -3.4% | +126.1% | -129.5% | -5.9% |
| 3M | +0.4% | +190.0% | -189.6% | -3.4% |
| 6M | +12.7% | +157.2% | -144.5% | +8.7% |
| YTD | +5.6% | +388.2% | -382.6% | -1.0% |
| 1Y | +16.0% | +467.0% | -451.0% | +7.9% |
| 3Y | +94.0% | +36.1% | +57.9% | +85.9% |
| 5Y | +16.2% | -68.0% | +84.1% | +9.6% |
| All | +48.9% | +554.4% | -505.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 10y: compounded portfolio wealth divided by compounded MRNA 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…
10y analysis · Full analysis span regression · 6 months rolling