+278.2%
TFC vs MKSI
+2,206.8%
-1,928.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.6% |
| 7D | +2.2% | +7.7% | -5.5% | +0.5% |
| 30D | -2.5% | -12.9% | +10.4% | +0.4% |
| 3M | +4.5% | -14.8% | +19.4% | +6.0% |
| 6M | +11.0% | +26.6% | -15.7% | +1.7% |
| YTD | +5.9% | +66.6% | -60.7% | -9.6% |
| 1Y | +14.6% | +144.6% | -130.0% | -11.8% |
| 3Y | +96.7% | +193.1% | -96.4% | +38.6% |
| 5Y | +15.6% | +88.6% | -73.0% | -12.4% |
| 10Y | +98.6% | +490.9% | -392.3% | +13.4% |
| All | +278.2% | +2,206.8% | -1,928.6% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling