+885.0%
MSFT vs TFC
+97.4%
+787.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -2.7% | -2.3% | -0.3% | -2.1% |
| 3M | +22.1% | +2.5% | +19.6% | +20.9% |
| 6M | +20.6% | +9.5% | +11.1% | +16.9% |
| YTD | +2.3% | +5.1% | -2.8% | +0.1% |
| 1Y | -0.5% | +15.5% | -16.0% | -5.6% |
| 3Y | +50.5% | +95.2% | -44.6% | +20.0% |
| 5Y | +72.3% | +14.5% | +57.9% | +58.1% |
| 10Y | +885.0% | +97.2% | +787.8% | +616.3% |
| All | +885.0% | +97.4% | +787.6% | +616.3% |
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