+61.3%
MSFT vs TE
-81.3%
+142.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.4% |
| 7D | -6.2% | -22.0% | +15.7% | -5.0% |
| 30D | -3.7% | -33.6% | +29.9% | -1.8% |
| 3M | +3.6% | -61.1% | +64.7% | +8.6% |
| 6M | +26.8% | -64.7% | +91.5% | +31.1% |
| YTD | +8.4% | -68.1% | +76.6% | +11.4% |
| 1Y | +3.3% | -51.7% | +55.0% | +2.9% |
| 3Y | +44.3% | +42.0% | +2.3% | +22.5% |
| All | +61.3% | -81.3% | +142.5% | +62.6% |
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