-3.0%
TFC vs MTSI
+183.3%
-186.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.8% | -2.8% |
| 7D | +1.2% | -10.0% | +11.2% | +2.6% |
| 30D | +8.3% | -37.2% | +45.5% | +16.7% |
| 3M | -5.2% | -30.1% | +24.9% | -0.8% |
| 6M | -0.8% | -31.9% | +31.1% | +1.9% |
| YTD | +3.4% | +23.2% | -19.7% | -10.2% |
| 1Y | +17.0% | +26.4% | -9.4% | +0.4% |
| 3Y | +86.2% | +186.2% | -100.0% | +16.5% |
| All | -3.0% | +183.3% | -186.3% | -43.5% |
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