+22,499.5%
MSFT vs TSEM
-21.0%
+22,520.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.4% | +20.5% | -22.9% | -4.7% |
| 30D | -3.8% | -29.0% | +25.2% | -0.3% |
| 3M | +6.4% | -39.4% | +45.8% | +11.8% |
| 6M | +28.8% | -28.5% | +57.3% | +29.9% |
| YTD | +8.8% | +34.4% | -25.6% | 0.0% |
| 1Y | +3.2% | +48.3% | -45.2% | -6.5% |
| 3Y | +44.8% | +543.5% | -498.7% | +6.9% |
| 5Y | +61.8% | +331.4% | -269.6% | +24.1% |
| 10Y | +897.9% | +881.1% | +16.8% | +579.9% |
| All | +22,499.5% | -21.0% | +22,520.5% | +15,058.5% |
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