+2,993.3%
MSFT vs TCOM
+2,694.8%
+298.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -2.7% | -9.5% | +6.8% | -1.2% |
| 30D | +2.7% | -10.7% | +13.4% | +4.5% |
| 3M | +17.0% | -14.6% | +31.6% | +19.6% |
| 6M | +23.8% | -19.3% | +43.1% | +27.6% |
| YTD | +4.0% | -42.9% | +46.9% | +12.6% |
| 1Y | -0.8% | -43.8% | +43.0% | +7.5% |
| 3Y | +55.6% | +2.1% | +53.5% | +49.3% |
| 5Y | +72.9% | +31.2% | +41.7% | +51.9% |
| 10Y | +875.8% | -13.9% | +889.7% | +773.2% |
| All | +2,993.3% | +2,694.8% | +298.5% | +1,615.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling