+182.6%
TFC vs MXL
+270.5%
-87.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -3.1% |
| 7D | +2.2% | +15.5% | -13.2% | -0.1% |
| 30D | -2.5% | -11.3% | +8.8% | -1.3% |
| 3M | +4.5% | -16.1% | +20.7% | +3.0% |
| 6M | +11.0% | +323.0% | -312.1% | -24.7% |
| YTD | +5.9% | +281.5% | -275.6% | -27.1% |
| 1Y | +14.6% | +319.3% | -304.7% | -23.5% |
| 3Y | +96.7% | +189.4% | -92.7% | +27.2% |
| 5Y | +15.6% | +26.0% | -10.4% | -16.1% |
| 10Y | +98.6% | +243.5% | -144.9% | +4.1% |
| All | +182.6% | +270.5% | -87.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling