+72.3%
MSFT vs TE
-43.0%
+115.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.3% |
| 7D | -1.0% | +15.0% | -16.0% | -1.9% |
| 30D | -2.7% | -7.5% | +4.9% | -2.4% |
| 3M | +22.1% | -42.0% | +64.1% | +24.3% |
| 6M | +20.6% | -31.4% | +52.0% | +20.0% |
| YTD | +2.3% | -26.5% | +28.8% | +0.7% |
| 1Y | -0.5% | +153.1% | -153.6% | -10.9% |
| 3Y | +50.5% | -20.7% | +71.2% | +43.7% |
| 5Y | +72.3% | -45.4% | +117.8% | +62.0% |
| All | +72.3% | -43.0% | +115.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling