+9.0%
MSFT vs TCOM
-39.6%
+48.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.5% | +6.2% |
| 7D | +4.7% | +10.7% | -6.0% | +3.1% |
| 30D | +5.8% | +10.1% | -4.2% | +4.3% |
| 3M | +13.0% | -8.9% | +21.9% | +14.9% |
| 6M | +34.9% | -19.2% | +54.1% | +38.3% |
| YTD | +15.7% | -40.6% | +56.3% | +22.2% |
| 1Y | +9.0% | -39.0% | +48.0% | +15.1% |
| All | +9.0% | -39.6% | +48.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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