+73.9%
MSFT vs TNA
-23.3%
+97.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.4% |
| 7D | -0.8% | -7.3% | +6.5% | +0.6% |
| 30D | +0.8% | -14.2% | +15.0% | +3.8% |
| 3M | +27.2% | -4.6% | +31.8% | +27.9% |
| 6M | +22.9% | +36.9% | -14.0% | +13.6% |
| YTD | +3.1% | +42.5% | -39.4% | -6.1% |
| 1Y | -0.3% | +45.8% | -46.0% | -10.6% |
| 3Y | +50.1% | +104.7% | -54.6% | +13.0% |
| All | +73.9% | -23.3% | +97.2% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling