+63.3%
MSFT vs TRGP
+495.9%
-432.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.8% |
| 7D | -6.2% | +2.4% | -8.6% | -6.6% |
| 30D | -3.7% | +0.8% | -4.5% | -4.0% |
| 3M | +3.6% | +10.4% | -6.7% | +1.7% |
| 6M | +26.8% | +16.3% | +10.5% | +22.9% |
| YTD | +8.4% | +61.1% | -52.7% | -1.6% |
| 1Y | +3.3% | +71.6% | -68.3% | -7.5% |
| 3Y | +44.3% | +267.5% | -223.2% | +5.7% |
| 5Y | +63.3% | +488.1% | -424.8% | +2.9% |
| All | +63.3% | +495.9% | -432.6% | +2.9% |
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