+95.6%
TFC vs MKSI
+524.1%
-428.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.5% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -3.4% | -12.8% | +9.4% | +0.3% |
| 3M | +0.4% | -22.5% | +23.0% | +5.1% |
| 6M | +12.7% | +19.4% | -6.7% | +1.3% |
| YTD | +5.6% | +67.7% | -62.1% | -16.0% |
| 1Y | +16.0% | +131.4% | -115.4% | -18.5% |
| 3Y | +94.0% | +197.3% | -103.3% | +14.9% |
| 5Y | +16.2% | +87.0% | -70.8% | -22.9% |
| All | +95.6% | +524.1% | -428.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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