+72.3%
MSFT vs TRI
-10.1%
+82.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -1.0% | -8.4% | +7.4% | +2.1% |
| 30D | -2.7% | -6.5% | +3.8% | -0.6% |
| 3M | +22.1% | +18.6% | +3.5% | +11.4% |
| 6M | +20.6% | -10.4% | +31.0% | +22.9% |
| YTD | +2.3% | -23.7% | +26.0% | +12.4% |
| 1Y | -0.5% | -42.5% | +41.9% | +26.2% |
| 3Y | +50.5% | -19.3% | +69.8% | +43.1% |
| 5Y | +72.3% | -9.7% | +82.0% | +41.6% |
| All | +72.3% | -10.1% | +82.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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