+124.8%
MS vs TFC
-1.6%
+126.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | -0.7% | +9.0% | -9.7% | -5.5% |
| 3M | -12.4% | -2.1% | -10.2% | -11.4% |
| 6M | -1.7% | +3.4% | -5.1% | -4.1% |
| YTD | +8.0% | +5.3% | +2.8% | +4.3% |
| 1Y | +16.2% | +16.2% | +0.1% | +6.1% |
| 3Y | +171.3% | +94.8% | +76.5% | +89.7% |
| 5Y | +124.8% | -0.7% | +125.4% | +123.2% |
| All | +124.8% | -1.6% | +126.4% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling