+9.0%
MSFT vs TNA
+37.5%
-28.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.3% | +6.2% |
| 7D | +4.7% | +2.4% | +2.2% | +4.4% |
| 30D | +5.8% | -0.9% | +6.7% | +5.8% |
| 3M | +13.0% | -19.2% | +32.2% | +15.0% |
| 6M | +34.9% | -0.8% | +35.8% | +34.1% |
| YTD | +15.7% | +33.2% | -17.5% | +10.5% |
| 1Y | +9.0% | +38.5% | -29.6% | +3.5% |
| All | +9.0% | +37.5% | -28.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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