+21.3%
TFC vs MRSH
+20.0%
+1.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.4% | +2.2% |
| 7D | +5.1% | +9.4% | -4.3% | +3.1% |
| 30D | +9.8% | +23.4% | -13.6% | +5.2% |
| 3M | -2.4% | +9.9% | -12.3% | -4.5% |
| 6M | +4.9% | +26.0% | -21.1% | -0.2% |
| YTD | +6.6% | +15.2% | -8.6% | +3.0% |
| 1Y | +21.3% | +18.4% | +2.9% | +16.4% |
| All | +21.3% | +20.0% | +1.3% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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