+40.9%
MSTR vs TFC
-0.6%
+41.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -5.9% |
| 7D | -11.5% | +0.1% | -11.6% | -11.6% |
| 30D | -24.8% | +8.6% | -33.5% | -29.4% |
| 3M | +20.6% | -4.3% | +25.0% | +24.1% |
| 6M | -38.0% | +5.4% | -43.4% | -41.5% |
| YTD | -24.7% | +4.5% | -29.2% | -29.0% |
| 1Y | -49.1% | +14.0% | -63.1% | -55.4% |
| 3Y | +124.7% | +93.4% | +31.3% | +36.3% |
| 5Y | +40.9% | +0.5% | +40.5% | +47.7% |
| All | +40.9% | -0.6% | +41.5% | +47.7% |
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 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