+53.3%
MSFT vs TPR
+292.1%
-238.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | +2.7% | -23.0% | +25.7% | +5.8% |
| 3M | +17.0% | -12.5% | +29.4% | +18.5% |
| 6M | +23.8% | -21.4% | +45.3% | +26.8% |
| YTD | +4.0% | -3.5% | +7.5% | +3.2% |
| 1Y | -0.8% | +17.4% | -18.2% | -4.9% |
| All | +53.3% | +292.1% | -238.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling