+9.0%
MSFT vs TSEM
+79.9%
-70.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.7% | +15.4% | +6.9% |
| 7D | +4.7% | -23.1% | +27.8% | +5.3% |
| 30D | +5.8% | -40.4% | +46.2% | +7.0% |
| 3M | +13.0% | -37.9% | +50.9% | +14.0% |
| 6M | +34.9% | -30.8% | +65.7% | +33.6% |
| YTD | +15.7% | +26.7% | -11.1% | +8.5% |
| 1Y | +9.0% | +80.5% | -71.5% | -3.8% |
| All | +9.0% | +79.9% | -70.9% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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