+13.6%
MSFT vs TEM
+60.7%
-47.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -1.4% | +3.2% | -4.7% | -1.6% |
| 30D | -1.0% | +23.5% | -24.5% | -2.6% |
| 3M | +20.2% | +32.3% | -12.1% | +17.3% |
| 6M | +21.3% | +23.0% | -1.7% | +18.5% |
| YTD | +2.8% | +8.9% | -6.1% | +0.9% |
| 1Y | 0.0% | -19.9% | +19.8% | -0.6% |
| All | +13.6% | +60.7% | -47.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling