+208.0%
TFC vs MSCI
+2,756.4%
-2,548.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +6.1% | -7.1% | +13.1% | +8.6% |
| 6M | +7.3% | +0.8% | +6.5% | +5.5% |
| YTD | +8.2% | +1.0% | +7.2% | +5.4% |
| 1Y | +14.4% | +4.3% | +10.1% | +9.3% |
| 3Y | +93.7% | +9.9% | +83.8% | +76.9% |
| 5Y | +16.4% | -6.8% | +23.2% | +10.4% |
| 10Y | +101.6% | +614.7% | -513.1% | -29.3% |
| All | +208.0% | +2,756.4% | -2,548.4% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling