+6,288.2%
MS vs TFC
+1,604.6%
+4,683.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +2.4% | -1.0% | -0.6% |
| 30D | -0.3% | -1.3% | +1.1% | +0.7% |
| 3M | +0.3% | +6.1% | -5.8% | -4.9% |
| 6M | +31.3% | +7.3% | +24.0% | +23.0% |
| YTD | +24.7% | +8.2% | +16.5% | +16.0% |
| 1Y | +47.9% | +14.4% | +33.5% | +30.9% |
| 3Y | +178.3% | +93.7% | +84.6% | +58.4% |
| 5Y | +144.9% | +16.4% | +128.5% | +92.7% |
| 10Y | +804.5% | +101.6% | +703.0% | +311.2% |
| All | +6,288.2% | +1,604.6% | +4,683.6% | +930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling