+3.9%
TFC vs MUZ
-42.6%
+46.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.2% | -11.3% | +2.6% |
| 7D | +5.1% | +47.2% | -42.1% | +4.1% |
| 30D | +9.8% | +57.1% | -47.3% | +8.6% |
| 3M | -2.4% | -5.3% | +2.8% | -2.8% |
| All | +3.9% | -42.6% | +46.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling