+73.5%
MSFT vs TRV
+154.6%
-81.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -3.5% | -1.5% | -2.0% | -3.2% |
| 30D | -2.1% | -1.8% | -0.3% | -1.8% |
| 3M | +24.2% | +21.6% | +2.6% | +19.1% |
| 6M | +21.9% | +22.5% | -0.6% | +16.6% |
| YTD | +2.5% | +28.1% | -25.7% | -3.0% |
| 1Y | -0.8% | +37.0% | -37.8% | -7.6% |
| 3Y | +50.8% | +141.9% | -91.1% | +19.4% |
| 5Y | +73.5% | +158.5% | -85.0% | +34.6% |
| All | +73.5% | +154.6% | -81.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling