+86.2%
TFC vs MSI
+77.7%
+8.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.2% | +4.7% | -3.5% | +0.3% |
| 30D | +8.3% | +14.8% | -6.4% | +5.4% |
| 3M | -5.2% | +8.8% | -14.0% | -6.8% |
| 6M | -0.8% | +19.3% | -20.1% | -4.5% |
| YTD | +3.4% | +35.3% | -31.9% | -4.4% |
| 1Y | +17.0% | +33.8% | -16.8% | +8.5% |
| 3Y | +86.2% | +74.4% | +11.7% | +48.9% |
| All | +86.2% | +77.7% | +8.5% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling