+876.0%
MSFT vs TLT
-22.1%
+898.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.8% |
| 30D | +2.7% | -0.6% | +3.3% | +2.6% |
| 3M | +17.0% | -2.7% | +19.7% | +16.4% |
| 6M | +23.8% | -5.6% | +29.4% | +22.6% |
| YTD | +4.0% | -2.8% | +6.8% | +3.5% |
| 1Y | -0.8% | -1.4% | +0.6% | -1.0% |
| 3Y | +55.6% | -1.6% | +57.2% | +55.6% |
| 5Y | +72.9% | -33.8% | +106.7% | +51.1% |
| All | +876.0% | -22.1% | +898.1% | +856.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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