+2,637.6%
TFC vs MTB
+7,638.9%
-5,001.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | +2.3% | +1.5% | +0.7% | +1.0% |
| 30D | +10.8% | +2.3% | +8.5% | +8.8% |
| 3M | -3.8% | -12.1% | +8.4% | +6.6% |
| 6M | +9.6% | +9.8% | -0.2% | +2.0% |
| YTD | +5.8% | +12.0% | -6.2% | -3.0% |
| 1Y | +16.2% | +22.0% | -5.9% | -0.5% |
| 3Y | +96.0% | +107.6% | -11.6% | +10.1% |
| 5Y | +1.7% | +61.9% | -60.2% | -32.0% |
| 10Y | +79.9% | +116.3% | -36.5% | -4.8% |
| All | +2,637.6% | +7,638.9% | -5,001.3% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling