+84.7%
TFC vs MSI
+689.5%
-604.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.6% |
| 7D | +0.3% | +8.3% | -8.0% | -3.8% |
| 30D | +9.2% | +18.9% | -9.7% | -0.1% |
| 3M | -2.9% | +13.2% | -16.1% | -9.1% |
| 6M | +3.5% | +38.3% | -34.8% | -13.4% |
| YTD | +5.4% | +38.9% | -33.4% | -13.3% |
| 1Y | +17.3% | +36.7% | -19.4% | -2.8% |
| 3Y | +96.7% | +76.6% | +20.1% | +36.1% |
| 5Y | -1.1% | +124.5% | -125.6% | -42.4% |
| 10Y | +84.7% | +674.5% | -589.8% | -35.8% |
| All | +84.7% | +689.5% | -604.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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