+79.0%
TFC vs MSCI
+809.1%
-730.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | +7.8% | +16.5% | -8.7% | +1.4% |
| 3M | -3.0% | +18.2% | -21.2% | -9.4% |
| 6M | +5.8% | +14.0% | -8.2% | -0.7% |
| YTD | +5.3% | +16.6% | -11.3% | -3.1% |
| 1Y | +15.7% | +14.8% | +0.9% | +7.2% |
| 3Y | +94.8% | +33.3% | +61.5% | +65.2% |
| 5Y | 0.0% | +9.1% | -9.0% | -10.3% |
| 10Y | +79.0% | +820.4% | -741.4% | -25.3% |
| All | +79.0% | +809.1% | -730.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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