+21,492.7%
MSFT vs TSEM
+11.3%
+21,481.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.9% | -3.0% |
| 7D | -2.7% | +6.9% | -9.6% | -3.5% |
| 30D | +2.7% | +5.3% | -2.6% | +1.7% |
| 3M | +17.0% | -14.9% | +31.9% | +17.4% |
| 6M | +23.8% | +80.0% | -56.2% | +11.4% |
| YTD | +4.0% | +89.4% | -85.4% | -7.5% |
| 1Y | -0.8% | +253.1% | -253.9% | -18.9% |
| 3Y | +55.6% | +642.1% | -586.5% | +13.9% |
| 5Y | +72.9% | +659.1% | -586.2% | +24.8% |
| 10Y | +875.8% | +1,291.4% | -415.6% | +543.0% |
| All | +21,492.7% | +11.3% | +21,481.4% | +13,919.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling