+14.4%
TFC vs MTB
+23.4%
-8.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +0.8% |
| 30D | -1.3% | -4.2% | +2.9% | +2.7% |
| 3M | +6.1% | +8.9% | -2.8% | -2.2% |
| 6M | +7.3% | +10.9% | -3.5% | -2.7% |
| YTD | +8.2% | +21.5% | -13.3% | -9.0% |
| 1Y | +14.4% | +21.9% | -7.5% | -6.4% |
| All | +14.4% | +23.4% | -8.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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