+3,522.8%
MSFT vs TMF
-71.6%
+3,594.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | -0.1% |
| 7D | -2.4% | -8.2% | +5.7% | -3.2% |
| 30D | -3.8% | +5.3% | -9.1% | -3.2% |
| 3M | +6.4% | -8.5% | +14.9% | +5.6% |
| 6M | +28.8% | -17.2% | +46.0% | +26.6% |
| YTD | +8.8% | -23.4% | +32.2% | +6.2% |
| 1Y | +3.2% | -30.2% | +33.4% | -0.2% |
| 3Y | +44.8% | -32.9% | +77.7% | +41.8% |
| 5Y | +61.8% | -88.5% | +150.4% | +29.1% |
| 10Y | +897.9% | -82.2% | +980.1% | +808.6% |
| All | +3,522.8% | -71.6% | +3,594.4% | +3,945.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling