+3,323.0%
MSFT vs TLT
+130.6%
+3,192.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.9% |
| 30D | +2.7% | -0.6% | +3.3% | +2.5% |
| 3M | +17.0% | -2.7% | +19.7% | +15.7% |
| 6M | +23.8% | -5.6% | +29.4% | +21.0% |
| YTD | +4.0% | -2.8% | +6.8% | +2.9% |
| 1Y | -0.8% | -1.4% | +0.6% | -1.3% |
| 3Y | +55.6% | -1.6% | +57.2% | +55.6% |
| 5Y | +72.9% | -33.8% | +106.7% | +42.3% |
| 10Y | +875.8% | -21.1% | +897.0% | +809.4% |
| All | +3,323.0% | +130.6% | +3,192.4% | +7,855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling