-0.8%
MSFT vs TRV
+34.7%
-35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.2% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | +2.7% | -3.4% | +6.1% | +2.1% |
| 3M | +17.0% | +26.4% | -9.4% | +17.9% |
| 6M | +23.8% | +19.3% | +4.5% | +24.1% |
| YTD | +4.0% | +28.3% | -24.4% | +4.8% |
| 1Y | -0.8% | +34.3% | -35.1% | -0.2% |
| All | -0.8% | +34.7% | -35.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling