+2,467.5%
MSFT vs TRGP
+2,291.1%
+176.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.1% |
| 7D | -2.4% | +9.0% | -11.4% | -3.6% |
| 30D | -3.8% | +1.5% | -5.3% | -4.1% |
| 3M | +6.4% | +10.7% | -4.3% | +4.6% |
| 6M | +28.8% | +17.1% | +11.6% | +25.2% |
| YTD | +8.8% | +63.6% | -54.8% | +0.5% |
| 1Y | +3.2% | +77.0% | -73.8% | -5.9% |
| 3Y | +44.8% | +273.2% | -228.4% | +16.8% |
| 5Y | +61.8% | +508.6% | -446.8% | +20.4% |
| 10Y | +897.9% | +817.8% | +80.2% | +527.6% |
| All | +2,467.5% | +2,291.1% | +176.4% | +957.5% |
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 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