+228.3%
MSFT vs TE
-53.0%
+281.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.1% |
| 7D | -2.7% | -4.0% | +1.3% | -2.5% |
| 30D | +2.7% | -15.9% | +18.6% | +3.5% |
| 3M | +17.0% | -60.5% | +77.5% | +21.5% |
| 6M | +23.8% | -35.2% | +59.0% | +23.6% |
| YTD | +4.0% | -31.1% | +35.1% | +2.8% |
| 1Y | -0.8% | +148.6% | -149.5% | -10.9% |
| 3Y | +55.6% | -26.4% | +82.0% | +47.5% |
| 5Y | +72.9% | -48.0% | +120.9% | +64.6% |
| All | +228.3% | -53.0% | +281.2% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling