+3,125.9%
MSFT vs TCOM
+2,870.5%
+255.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -6.2% | +2.2% | -8.4% | -6.6% |
| 30D | -3.7% | +12.5% | -16.2% | -5.5% |
| 3M | +3.6% | -5.6% | +9.2% | +4.4% |
| 6M | +26.8% | -16.5% | +43.3% | +29.9% |
| YTD | +8.4% | -39.4% | +47.8% | +16.2% |
| 1Y | +3.3% | -41.0% | +44.3% | +11.0% |
| 3Y | +44.3% | +29.2% | +15.0% | +33.4% |
| 5Y | +63.3% | +41.6% | +21.7% | +41.9% |
| 10Y | +894.4% | +6.6% | +887.8% | +761.0% |
| All | +3,125.9% | +2,870.5% | +255.4% | +1,669.9% |
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 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