+88.5%
TFC vs MSCI
+789.3%
-700.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | 0.0% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | +8.3% | +15.4% | -7.1% | +2.3% |
| 3M | -5.2% | +13.4% | -18.6% | -10.0% |
| 6M | -0.8% | +10.9% | -11.7% | -5.9% |
| YTD | +3.4% | +13.0% | -9.5% | -3.6% |
| 1Y | +17.0% | +12.0% | +5.0% | +9.4% |
| 3Y | +86.2% | +34.1% | +52.1% | +57.2% |
| 5Y | -2.3% | +3.9% | -6.2% | -10.6% |
| All | +88.5% | +789.3% | -700.8% | -20.5% |
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