+18.0%
TFC vs MXL
+206.6%
-188.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -22.1% | +20.0% | -2.0% |
| 7D | +1.1% | -38.1% | +39.2% | +1.1% |
| 30D | +7.8% | -59.5% | +67.2% | +8.0% |
| 3M | -4.8% | -34.3% | +29.6% | -4.8% |
| 6M | +1.8% | -45.8% | +47.6% | +1.4% |
| YTD | +4.4% | +154.2% | -149.8% | -7.8% |
| 1Y | +18.0% | +192.1% | -174.1% | +1.4% |
| All | +18.0% | +206.6% | -188.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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