+52.3%
MSFT vs TFC
+82.8%
-30.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +0.2% | +8.3% | -8.2% | -1.2% |
| 3M | +6.4% | -5.2% | +11.5% | +7.3% |
| 6M | +28.7% | -0.8% | +29.5% | +28.5% |
| YTD | +10.4% | +3.4% | +7.0% | +8.9% |
| 1Y | +7.6% | +17.0% | -9.4% | +3.1% |
| 3Y | +52.3% | +86.2% | -33.9% | +41.4% |
| All | +52.3% | +82.8% | -30.5% | +41.4% |
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