+3,534.7%
MSFT vs TLT
+129.8%
+3,404.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +0.2% | +6.2% | -6.0% | +2.6% |
| 3M | +6.4% | -0.3% | +6.7% | +6.2% |
| 6M | +28.7% | -3.4% | +32.0% | +27.1% |
| YTD | +10.4% | -3.1% | +13.5% | +9.1% |
| 1Y | +7.6% | -5.2% | +12.8% | +5.5% |
| 3Y | +52.3% | +6.5% | +45.8% | +57.5% |
| 5Y | +64.5% | -34.7% | +99.2% | +34.6% |
| 10Y | +917.8% | -17.6% | +935.4% | +873.4% |
| All | +3,534.7% | +129.8% | +3,404.9% | +8,337.8% |
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