+62.4%
MSFT vs TMF
-88.6%
+151.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.2% |
| 7D | -1.3% | -9.3% | +8.0% | -1.1% |
| 30D | -1.8% | +1.9% | -3.8% | -1.9% |
| 3M | +5.6% | -11.2% | +16.9% | +5.8% |
| 6M | +29.8% | -17.7% | +47.5% | +30.1% |
| YTD | +9.0% | -24.5% | +33.5% | +9.3% |
| 1Y | +4.9% | -29.4% | +34.4% | +5.3% |
| 3Y | +46.2% | -33.4% | +79.6% | +45.8% |
| All | +62.4% | -88.6% | +151.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling