+48.7%
TFC vs MRNA
+521.0%
-472.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -2.5% | -8.2% | +5.7% | -2.3% |
| 30D | -2.8% | +125.6% | -128.4% | -5.5% |
| 3M | +2.1% | +197.1% | -194.9% | -2.0% |
| 6M | +10.1% | +148.5% | -138.4% | +6.3% |
| YTD | +5.4% | +363.3% | -357.8% | -1.1% |
| 1Y | +16.3% | +462.0% | -445.7% | +8.1% |
| 3Y | +95.9% | +26.9% | +68.9% | +87.9% |
| 5Y | +16.0% | -69.6% | +85.6% | +9.5% |
| All | +48.7% | +521.0% | -472.3% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling