+20.5%
MSFT vs TEM
+79.0%
-58.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.8% | +0.5% |
| 7D | -1.3% | -5.9% | +4.6% | -0.9% |
| 30D | -1.8% | +4.8% | -6.6% | -2.3% |
| 3M | +5.6% | +31.9% | -26.3% | +3.0% |
| 6M | +29.8% | +56.0% | -26.2% | +24.9% |
| YTD | +9.0% | +21.3% | -12.2% | +5.9% |
| 1Y | +4.9% | +5.4% | -0.4% | +2.5% |
| All | +20.5% | +79.0% | -58.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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