+1,707.4%
MSFT vs TDY
+6,954.6%
-5,247.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -2.7% | -13.8% | +11.1% | +1.3% |
| 3M | +22.1% | -3.9% | +26.0% | +23.2% |
| 6M | +20.6% | -9.0% | +29.6% | +23.2% |
| YTD | +2.3% | +16.5% | -14.2% | -2.8% |
| 1Y | -0.5% | +9.3% | -9.8% | -4.1% |
| 3Y | +50.5% | +45.1% | +5.4% | +33.1% |
| 5Y | +72.3% | +35.0% | +37.4% | +55.1% |
| 10Y | +885.0% | +469.0% | +416.0% | +504.9% |
| All | +1,707.4% | +6,954.6% | -5,247.1% | +577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling