+5.7%
MSFT vs TLN
-14.3%
+20.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.2% |
| 7D | +1.7% | -1.3% | +3.0% | +1.6% |
| 30D | +0.2% | -10.5% | +10.6% | +0.4% |
| 3M | +6.4% | +0.1% | +6.3% | +6.2% |
| 6M | +28.7% | -17.4% | +46.1% | +28.0% |
| YTD | +10.4% | -9.7% | +20.1% | +8.8% |
| All | +5.7% | -14.3% | +20.0% | +4.5% |
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