+243.6%
MSFT vs TE
-79.9%
+323.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.8% |
| 7D | -2.4% | -13.6% | +11.2% | -1.7% |
| 30D | -3.8% | -37.7% | +33.9% | -1.5% |
| 3M | +6.4% | -59.8% | +66.2% | +11.3% |
| 6M | +28.8% | -66.3% | +95.1% | +33.4% |
| YTD | +8.8% | -70.5% | +79.3% | +12.3% |
| 1Y | +3.2% | -48.8% | +52.0% | +2.5% |
| 3Y | +44.8% | +31.3% | +13.5% | +24.2% |
| 5Y | +61.8% | -82.0% | +143.9% | +62.3% |
| All | +243.6% | -79.9% | +323.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling