+16.0%
TFC vs MRSH
-9.2%
+25.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -2.4% | -4.8% | +2.3% | -1.3% |
| 30D | -3.4% | -6.3% | +3.0% | -1.9% |
| 3M | +0.4% | +5.8% | -5.4% | -1.3% |
| 6M | +12.7% | +2.8% | +9.9% | +11.1% |
| YTD | +5.6% | -3.1% | +8.7% | +6.2% |
| 1Y | +16.0% | -11.3% | +27.3% | +22.2% |
| All | +16.0% | -9.2% | +25.3% | +22.2% |
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