+51.2%
MSFT vs TE
-20.2%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -1.5% |
| 7D | -1.4% | +18.2% | -19.6% | -2.0% |
| 30D | -1.0% | -13.5% | +12.5% | -0.7% |
| 3M | +20.2% | -44.6% | +64.8% | +21.3% |
| 6M | +21.3% | -24.7% | +46.0% | +20.3% |
| YTD | +2.8% | -24.3% | +27.0% | +1.7% |
| 1Y | 0.0% | +155.6% | -155.6% | -5.6% |
| 3Y | +51.2% | -18.3% | +69.5% | +48.8% |
| All | +51.2% | -20.2% | +71.4% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling