+0.8%
TFC vs MSCI
+6.7%
-5.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.7% |
| 7D | +2.3% | +3.0% | -0.7% | +1.2% |
| 30D | +10.8% | +17.8% | -7.0% | +4.6% |
| 3M | -3.8% | +15.2% | -18.9% | -8.5% |
| 6M | +9.6% | +16.5% | -6.9% | +2.8% |
| YTD | +5.8% | +16.4% | -10.6% | -1.6% |
| 1Y | +16.2% | +16.8% | -0.6% | +7.8% |
| 3Y | +96.0% | +35.8% | +60.2% | +67.2% |
| All | +0.8% | +6.7% | -5.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling