+97.2%
TFC vs MTB
+172.8%
-75.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -1.3% | +1.1% | -2.4% | -2.2% |
| 30D | -2.3% | -4.6% | +2.3% | +1.7% |
| 3M | +2.5% | +6.3% | -3.8% | -2.7% |
| 6M | +9.5% | +15.6% | -6.1% | -3.1% |
| YTD | +5.1% | +20.6% | -15.5% | -10.3% |
| 1Y | +15.5% | +22.5% | -7.1% | -2.8% |
| 3Y | +95.2% | +114.4% | -19.3% | +1.2% |
| 5Y | +14.5% | +101.9% | -87.4% | -40.1% |
| 10Y | +97.2% | +170.4% | -73.2% | -24.0% |
| All | +97.2% | +172.8% | -75.6% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling