+98.6%
TFC vs MSI
+590.9%
-492.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | +2.2% | -5.8% | +8.0% | +5.3% |
| 30D | -2.5% | -1.0% | -1.5% | -2.2% |
| 3M | +4.5% | +14.2% | -9.6% | -3.0% |
| 6M | +11.0% | +1.0% | +9.9% | +8.8% |
| YTD | +5.9% | +21.5% | -15.6% | -6.6% |
| 1Y | +14.6% | -2.1% | +16.7% | +13.4% |
| 3Y | +96.7% | +69.3% | +27.4% | +38.2% |
| 5Y | +15.6% | +99.3% | -83.7% | -28.4% |
| 10Y | +98.6% | +595.0% | -496.4% | -24.5% |
| All | +98.6% | +590.9% | -492.3% | -24.5% |
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