+73.9%
MSFT vs TMO
+7.9%
+66.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +0.8% | +1.1% | -0.3% | +0.4% |
| 3M | +27.2% | +28.3% | -1.1% | +16.2% |
| 6M | +22.9% | +23.3% | -0.4% | +13.4% |
| YTD | +3.1% | +5.5% | -2.3% | +0.5% |
| 1Y | -0.3% | +24.5% | -24.8% | -9.1% |
| 3Y | +50.1% | +19.6% | +30.5% | +34.2% |
| All | +73.9% | +7.9% | +66.0% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling