+199.7%
TFC vs MSCI
+3,174.4%
-2,974.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | +1.7% | +2.7% | -0.9% | +0.5% |
| 30D | +9.0% | +16.2% | -7.2% | +2.1% |
| 3M | -2.1% | +17.1% | -19.2% | -8.8% |
| 6M | +3.4% | +13.0% | -9.7% | -3.2% |
| YTD | +5.3% | +15.8% | -10.5% | -3.4% |
| 1Y | +16.2% | +15.5% | +0.7% | +6.6% |
| 3Y | +94.8% | +32.3% | +62.5% | +63.9% |
| 5Y | -0.7% | +8.2% | -8.8% | -11.4% |
| 10Y | +80.9% | +800.7% | -719.8% | -42.8% |
| All | +199.7% | +3,174.4% | -2,974.7% | -52.8% |
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