+73.5%
MSFT vs TFC
+16.2%
+57.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | +2.7% | -1.3% | +4.0% | +3.0% |
| 3M | +17.0% | +6.1% | +10.9% | +15.0% |
| 6M | +23.8% | +7.3% | +16.5% | +21.1% |
| YTD | +4.0% | +8.2% | -4.2% | +1.3% |
| 1Y | -0.8% | +14.4% | -15.2% | -5.0% |
| 3Y | +55.6% | +93.7% | -38.1% | +26.9% |
| All | +73.5% | +16.2% | +57.3% | +65.4% |
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 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