+0.8%
TFC vs MTSI
+206.4%
-205.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.2% |
| 7D | +2.3% | +10.0% | -7.7% | +0.3% |
| 30D | +10.8% | -20.3% | +31.2% | +14.1% |
| 3M | -3.8% | -24.4% | +20.7% | -0.8% |
| 6M | +9.6% | -39.2% | +48.8% | +16.7% |
| YTD | +5.8% | +35.5% | -29.7% | -9.9% |
| 1Y | +16.2% | +43.0% | -26.9% | -2.9% |
| 3Y | +96.0% | +196.3% | -100.3% | +22.6% |
| All | +0.8% | +206.4% | -205.6% | -42.0% |
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