+607.1%
MS vs TFC
+90.2%
+516.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | -3.8% | +8.3% | -12.1% | -8.8% |
| 3M | -14.6% | -5.2% | -9.4% | -11.6% |
| 6M | -5.1% | -0.8% | -4.3% | -5.3% |
| YTD | +4.5% | +3.4% | +1.1% | +1.4% |
| 1Y | +13.5% | +17.0% | -3.5% | +1.3% |
| 3Y | +160.4% | +86.2% | +74.2% | +68.7% |
| 5Y | +112.9% | -2.3% | +115.1% | +104.4% |
| All | +607.1% | +90.2% | +516.9% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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