+915.1%
MSFT vs TRGP
+822.5%
+92.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -1.3% | +12.4% | -13.6% | -2.9% |
| 30D | -1.8% | +2.6% | -4.5% | -2.3% |
| 3M | +5.6% | +11.9% | -6.2% | +3.6% |
| 6M | +29.8% | +13.9% | +15.9% | +26.7% |
| YTD | +9.0% | +64.2% | -55.2% | +0.4% |
| 1Y | +4.9% | +78.5% | -73.6% | -4.7% |
| 3Y | +46.2% | +272.9% | -226.7% | +17.1% |
| 5Y | +62.1% | +510.7% | -448.6% | +19.3% |
| All | +915.1% | +822.5% | +92.6% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling