+19.8%
MSFT vs TEM
+98.6%
-78.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -6.2% | +5.1% | -11.3% | -6.6% |
| 30D | -3.7% | +16.8% | -20.5% | -4.8% |
| 3M | +3.6% | +42.6% | -39.0% | +0.6% |
| 6M | +26.8% | +63.9% | -37.1% | +21.6% |
| YTD | +8.4% | +34.5% | -26.1% | +4.7% |
| 1Y | +3.3% | +11.0% | -7.7% | +0.6% |
| All | +19.8% | +98.6% | -78.7% | +12.3% |
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