+570.4%
MSTR vs TFC
+90.2%
+480.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.8% |
| 30D | -15.9% | +8.3% | -24.3% | -19.3% |
| 3M | +33.1% | -5.2% | +38.3% | +36.4% |
| 6M | -31.0% | -0.8% | -30.2% | -31.4% |
| YTD | -15.1% | +3.4% | -18.6% | -17.7% |
| 1Y | -45.6% | +17.0% | -62.7% | -50.7% |
| 3Y | +180.5% | +86.2% | +94.3% | +109.0% |
| 5Y | +61.7% | -2.3% | +64.0% | +57.4% |
| All | +570.4% | +90.2% | +480.2% | +419.2% |
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