-1.1%
TFC vs MTSI
+208.2%
-209.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.1% | +0.3% |
| 7D | +0.3% | +3.5% | -3.2% | -0.8% |
| 30D | +9.2% | -30.3% | +39.5% | +15.4% |
| 3M | -2.9% | -26.0% | +23.1% | +0.6% |
| 6M | +3.5% | -36.1% | +39.6% | +8.9% |
| YTD | +5.4% | +34.3% | -28.8% | -9.9% |
| 1Y | +17.3% | +35.3% | -18.0% | -0.4% |
| 3Y | +96.7% | +217.6% | -121.0% | +20.5% |
| 5Y | -1.1% | +210.1% | -211.2% | -43.3% |
| All | -1.1% | +208.2% | -209.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling