+45.4%
MSFT vs TCOM
+26.8%
+18.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -6.2% | +2.2% | -8.4% | -6.5% |
| 30D | -3.7% | +12.5% | -16.2% | -4.9% |
| 3M | +3.6% | -5.6% | +9.2% | +4.2% |
| 6M | +26.8% | -16.5% | +43.3% | +28.8% |
| YTD | +8.4% | -39.4% | +47.8% | +13.0% |
| 1Y | +3.3% | -41.0% | +44.3% | +7.8% |
| All | +45.4% | +26.8% | +18.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling