+95.6%
TFC vs MRSH
+218.8%
-123.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -2.4% | -4.8% | +2.3% | +0.9% |
| 30D | -3.4% | -6.3% | +3.0% | +1.0% |
| 3M | +0.4% | +5.8% | -5.4% | -4.4% |
| 6M | +12.7% | +2.8% | +9.9% | +8.4% |
| YTD | +5.6% | -3.1% | +8.7% | +5.3% |
| 1Y | +16.0% | -11.3% | +27.3% | +23.2% |
| 3Y | +94.0% | -5.0% | +99.0% | +89.8% |
| 5Y | +16.2% | +19.2% | -3.0% | -8.1% |
| All | +95.6% | +218.8% | -123.3% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling