+161.8%
MS vs TFC
+84.5%
+77.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -4.5% |
| 7D | -3.4% | +1.1% | -4.4% | -4.0% |
| 30D | -3.9% | +7.8% | -11.7% | -8.8% |
| 3M | -15.9% | -4.8% | -11.1% | -13.1% |
| 6M | -2.5% | +1.8% | -4.3% | -4.6% |
| YTD | +5.1% | +4.4% | +0.7% | +0.9% |
| 1Y | +13.0% | +18.0% | -5.0% | -0.9% |
| All | +161.8% | +84.5% | +77.3% | +65.7% |
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