+52.3%
MSFT vs TPR
+407.4%
-355.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +1.7% | +14.2% | -12.5% | 0.0% |
| 30D | +0.2% | +17.1% | -16.9% | -1.8% |
| 3M | +6.4% | -17.7% | +24.1% | +8.6% |
| 6M | +28.7% | -10.2% | +38.9% | +29.7% |
| YTD | +10.4% | +4.9% | +5.5% | +8.4% |
| 1Y | +7.6% | +36.1% | -28.5% | +1.2% |
| 3Y | +52.3% | +416.5% | -364.1% | +36.1% |
| All | +52.3% | +407.4% | -355.1% | +36.1% |
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