+66.7%
MSFT vs TLN
+683.0%
-616.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.2% | -4.5% | +2.1% |
| 7D | +7.5% | +9.1% | -1.5% | +6.5% |
| 30D | +1.9% | -4.1% | +6.0% | +2.1% |
| 3M | +9.2% | +4.4% | +4.8% | +8.4% |
| 6M | +31.9% | -6.0% | +37.9% | +31.3% |
| YTD | +13.4% | -3.1% | +16.6% | +11.8% |
| 1Y | +10.6% | -6.1% | +16.7% | +9.2% |
| 3Y | +54.7% | +575.3% | -520.7% | +21.5% |
| All | +66.7% | +683.0% | -616.3% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling