-49.3%
MSTR vs TFC
+16.8%
-66.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +1.7% | -12.5% | -11.1% |
| 30D | -21.6% | +9.0% | -30.6% | -23.5% |
| 3M | +24.4% | -2.1% | +26.5% | +24.2% |
| 6M | -35.5% | +3.4% | -38.8% | -37.4% |
| YTD | -20.3% | +5.3% | -25.6% | -22.5% |
| 1Y | -49.3% | +16.2% | -65.5% | -52.2% |
| All | -49.3% | +16.8% | -66.1% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling