+173.5%
TFC vs MTSI
+896.6%
-723.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -18.4% | +16.3% | +1.1% |
| 7D | +1.1% | -24.6% | +25.6% | +5.6% |
| 30D | +7.8% | -45.7% | +53.5% | +18.5% |
| 3M | -4.8% | -27.7% | +23.0% | -1.4% |
| 6M | +1.8% | -37.3% | +39.1% | +6.5% |
| YTD | +4.4% | +11.1% | -6.7% | -3.0% |
| 1Y | +18.0% | +27.2% | -9.2% | +6.4% |
| 3Y | +85.2% | +153.7% | -68.5% | +42.4% |
| 5Y | -1.4% | +159.0% | -160.4% | -25.8% |
| 10Y | +95.7% | +405.6% | -309.9% | +16.8% |
| All | +173.5% | +896.6% | -723.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling