+141,733.1%
MSFT vs TFC
+2,478.0%
+139,255.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | +0.2% | +8.3% | -8.2% | -2.2% |
| 3M | +6.4% | -5.2% | +11.5% | +7.8% |
| 6M | +28.7% | -0.8% | +29.5% | +28.3% |
| YTD | +10.4% | +3.4% | +7.0% | +8.3% |
| 1Y | +7.6% | +17.0% | -9.4% | +1.7% |
| 3Y | +52.3% | +86.2% | -33.9% | +22.9% |
| 5Y | +64.5% | -2.3% | +66.8% | +56.3% |
| 10Y | +917.8% | +93.9% | +823.9% | +632.8% |
| All | +141,733.1% | +2,478.0% | +139,255.1% | +63,027.7% |
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