+554.5%
MSTR vs TFC
+90.1%
+464.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.6% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | -18.6% | +9.2% | -27.8% | -22.2% |
| 3M | +25.6% | -2.9% | +28.5% | +27.1% |
| 6M | -33.1% | +3.5% | -36.6% | -34.9% |
| YTD | -17.3% | +5.4% | -22.8% | -20.6% |
| 1Y | -48.1% | +17.3% | -65.4% | -53.0% |
| 3Y | +154.2% | +96.7% | +57.5% | +84.6% |
| 5Y | +46.2% | -1.1% | +47.3% | +41.2% |
| 10Y | +554.5% | +84.7% | +469.8% | +414.3% |
| All | +554.5% | +90.1% | +464.5% | +414.3% |
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