+872.1%
MSFT vs TSEM
+1,289.9%
-417.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.9% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -2.1% | -16.6% | +14.6% | +0.9% |
| 3M | +24.2% | -10.9% | +35.1% | +23.2% |
| 6M | +21.9% | +78.0% | -56.2% | -0.7% |
| YTD | +2.5% | +77.2% | -74.7% | -17.5% |
| 1Y | -0.8% | +207.6% | -208.3% | -31.6% |
| 3Y | +50.8% | +637.8% | -587.1% | -22.3% |
| 5Y | +73.5% | +617.0% | -543.5% | -13.3% |
| All | +872.1% | +1,289.9% | -417.8% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling