+49.1%
MSFT vs TDY
+45.1%
+4.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -3.1% |
| 30D | -2.1% | -12.5% | +10.4% | +0.5% |
| 3M | +24.2% | -0.8% | +25.0% | +24.3% |
| 6M | +21.9% | -9.0% | +30.8% | +23.8% |
| YTD | +2.5% | +16.8% | -14.3% | -2.5% |
| 1Y | -0.8% | +9.5% | -10.2% | -4.1% |
| All | +49.1% | +45.1% | +4.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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