+3,143.0%
MSFT vs TCOM
+2,868.4%
+274.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | -1.8% | +12.1% | -13.9% | -3.6% |
| 3M | +5.6% | -3.2% | +8.8% | +6.0% |
| 6M | +29.8% | -16.6% | +46.5% | +33.0% |
| YTD | +9.0% | -39.4% | +48.4% | +16.8% |
| 1Y | +4.9% | -41.5% | +46.5% | +13.0% |
| 3Y | +46.2% | +24.4% | +21.8% | +36.1% |
| 5Y | +62.1% | +41.6% | +20.5% | +40.8% |
| 10Y | +899.6% | +6.5% | +893.1% | +765.6% |
| All | +3,143.0% | +2,868.4% | +274.5% | +1,679.4% |
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 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