-0.8%
MSFT vs TLN
-17.2%
+16.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.8% | -5.8% | -2.2% |
| 7D | -2.7% | +7.1% | -9.7% | -2.9% |
| 30D | +2.7% | -3.9% | +6.6% | +2.8% |
| 3M | +17.0% | -16.2% | +33.1% | +16.6% |
| 6M | +23.8% | -5.8% | +29.6% | +22.6% |
| YTD | +4.0% | -15.4% | +19.4% | +3.0% |
| 1Y | -0.8% | -16.7% | +15.9% | 0.0% |
| All | -0.8% | -17.2% | +16.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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