+920.4%
MSFT vs TFC
+90.1%
+830.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | +1.9% | +9.2% | -7.3% | -0.5% |
| 3M | +9.2% | -2.9% | +12.1% | +10.0% |
| 6M | +31.9% | +3.5% | +28.4% | +30.0% |
| YTD | +13.4% | +5.4% | +8.0% | +10.8% |
| 1Y | +10.6% | +17.3% | -6.7% | +4.7% |
| 3Y | +54.7% | +96.7% | -42.0% | +23.4% |
| 5Y | +69.1% | -1.1% | +70.2% | +62.3% |
| 10Y | +920.4% | +84.7% | +835.6% | +728.8% |
| All | +920.4% | +90.1% | +830.3% | +728.8% |
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