+62.4%
MSFT vs TLT
-35.2%
+97.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | -1.8% | +1.0% | -2.9% | -1.9% |
| 3M | +5.6% | -2.7% | +8.4% | +5.8% |
| 6M | +29.8% | -4.1% | +34.0% | +30.0% |
| YTD | +9.0% | -5.4% | +14.4% | +9.2% |
| 1Y | +4.9% | -7.0% | +12.0% | +5.2% |
| 3Y | +46.2% | +2.8% | +43.4% | +45.0% |
| All | +62.4% | -35.2% | +97.6% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling