+2,353.1%
MSFT vs TRGP
+2,231.3%
+121.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +2.7% | +11.5% | -8.8% | +1.0% |
| 3M | +17.0% | +9.0% | +8.0% | +15.2% |
| 6M | +23.8% | +20.5% | +3.3% | +19.9% |
| YTD | +4.0% | +59.5% | -55.5% | -3.5% |
| 1Y | -0.8% | +77.9% | -78.7% | -9.6% |
| 3Y | +55.6% | +253.6% | -198.0% | +26.6% |
| 5Y | +72.9% | +615.5% | -542.6% | +25.8% |
| 10Y | +875.8% | +897.1% | -21.3% | +507.2% |
| All | +2,353.1% | +2,231.3% | +121.8% | +916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling