+9.0%
MSFT vs TMO
+26.9%
-18.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.5% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +5.8% | +4.3% | +1.5% | +5.0% |
| 3M | +13.0% | +25.1% | -12.1% | +8.2% |
| 6M | +34.9% | +52.9% | -18.0% | +23.3% |
| YTD | +15.7% | +22.2% | -6.5% | +11.0% |
| 1Y | +9.0% | +25.4% | -16.4% | +5.0% |
| All | +9.0% | +26.9% | -18.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling