-0.8%
MSFT vs TEM
-28.1%
+27.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.6% |
| 7D | -3.5% | -9.2% | +5.7% | -2.5% |
| 30D | -2.1% | +5.5% | -7.5% | -3.2% |
| 3M | +24.2% | +18.7% | +5.4% | +19.6% |
| 6M | +21.9% | +15.4% | +6.5% | +16.7% |
| YTD | +2.5% | -0.5% | +3.0% | -1.1% |
| 1Y | -0.8% | -24.8% | +24.1% | -2.2% |
| All | -0.8% | -28.1% | +27.4% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling