+174.8%
MS vs TFC
+91.2%
+83.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +1.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -0.9% | +9.2% | -10.1% | -6.8% |
| 3M | -13.0% | -2.9% | -10.1% | -11.3% |
| 6M | -2.0% | +3.5% | -5.5% | -5.2% |
| YTD | +7.8% | +5.4% | +2.3% | +2.8% |
| 1Y | +17.9% | +17.3% | +0.5% | +3.9% |
| 3Y | +174.8% | +96.7% | +78.1% | +68.9% |
| All | +174.8% | +91.2% | +83.6% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling