+3,593.2%
MSFT vs TMF
-70.3%
+3,663.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.6% |
| 7D | +2.3% | -1.1% | +3.4% | +2.2% |
| 30D | -0.4% | +11.8% | -12.2% | +0.8% |
| 3M | +5.6% | -4.0% | +9.6% | +5.2% |
| 6M | +29.0% | -16.5% | +45.5% | +26.8% |
| YTD | +10.9% | -19.9% | +30.8% | +8.8% |
| 1Y | +6.2% | -25.6% | +31.8% | +3.4% |
| 3Y | +47.6% | -29.9% | +77.5% | +45.2% |
| 5Y | +67.9% | -88.2% | +156.2% | +34.2% |
| 10Y | +922.9% | -81.7% | +1,004.6% | +833.0% |
| All | +3,593.2% | -70.3% | +3,663.5% | +4,042.4% |
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