+21.3%
TFC vs MTSI
+59.5%
-38.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | +5.1% | -10.7% | +15.7% | +5.2% |
| 30D | +9.8% | -29.0% | +38.8% | +10.4% |
| 3M | -2.4% | -14.7% | +12.3% | -2.4% |
| 6M | +4.9% | -20.1% | +25.0% | +4.1% |
| YTD | +6.6% | +36.1% | -29.5% | +3.8% |
| 1Y | +21.3% | +61.7% | -40.4% | +16.6% |
| All | +21.3% | +59.5% | -38.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling