+73.5%
TFC vs MSI
+663.2%
-589.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -1.2% |
| 30D | +8.6% | +18.1% | -9.5% | -0.3% |
| 3M | -4.3% | +13.2% | -17.5% | -10.5% |
| 6M | +5.4% | +36.3% | -30.8% | -11.0% |
| YTD | +4.5% | +39.5% | -35.0% | -14.3% |
| 1Y | +14.0% | +36.9% | -22.9% | -5.6% |
| 3Y | +93.4% | +76.1% | +17.3% | +34.1% |
| 5Y | +0.5% | +123.7% | -123.2% | -41.3% |
| All | +73.5% | +663.2% | -589.6% | -39.8% |
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