+920.4%
MSFT vs TMF
-83.0%
+1,003.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +7.5% | +0.6% | +6.9% | +7.5% |
| 30D | +1.9% | +16.3% | -14.4% | +2.8% |
| 3M | +9.2% | -2.7% | +11.9% | +9.1% |
| 6M | +31.9% | -13.2% | +45.0% | +31.0% |
| YTD | +13.4% | -16.7% | +30.1% | +12.5% |
| 1Y | +10.6% | -22.7% | +33.4% | +9.2% |
| 3Y | +54.7% | -26.1% | +80.8% | +53.8% |
| 5Y | +69.1% | -88.4% | +157.5% | +40.7% |
| 10Y | +920.4% | -81.8% | +1,002.2% | +855.7% |
| All | +920.4% | -83.0% | +1,003.4% | +855.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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