+878.4%
MSFT vs TCOM
-9.8%
+888.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | +0.8% | -14.4% | +15.2% | +3.4% |
| 3M | +27.2% | -17.7% | +44.9% | +31.1% |
| 6M | +22.9% | -25.1% | +48.0% | +28.5% |
| YTD | +3.1% | -45.7% | +48.9% | +13.2% |
| 1Y | -0.3% | -47.9% | +47.6% | +10.0% |
| 3Y | +50.1% | +8.9% | +41.2% | +40.8% |
| 5Y | +74.6% | +26.9% | +47.8% | +50.6% |
| All | +878.4% | -9.8% | +888.2% | +748.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling