+72.3%
MSFT vs TSEM
+654.3%
-582.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -1.0% | +4.7% | -5.8% | -1.6% |
| 30D | -2.7% | -14.2% | +11.6% | -1.3% |
| 3M | +22.1% | -5.0% | +27.1% | +20.4% |
| 6M | +20.6% | +87.6% | -67.0% | +4.9% |
| YTD | +2.3% | +84.4% | -82.1% | -11.5% |
| 1Y | -0.5% | +235.4% | -235.9% | -23.5% |
| 3Y | +50.5% | +668.0% | -617.5% | -4.0% |
| 5Y | +72.3% | +644.7% | -572.4% | +11.3% |
| All | +72.3% | +654.3% | -582.0% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling