+72.3%
MSFT vs TRGP
+639.4%
-567.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -2.7% | +9.5% | -12.1% | -4.1% |
| 3M | +22.1% | +10.8% | +11.3% | +19.7% |
| 6M | +20.6% | +25.3% | -4.8% | +15.3% |
| YTD | +2.3% | +60.3% | -58.0% | -6.7% |
| 1Y | -0.5% | +84.6% | -85.1% | -12.2% |
| 3Y | +50.5% | +264.4% | -213.8% | +11.5% |
| 5Y | +72.3% | +636.6% | -564.2% | +7.5% |
| All | +72.3% | +639.4% | -567.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling