+91.2%
MSFT vs TSLL
-51.1%
+142.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -2.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.5% |
| 30D | -3.7% | +2.7% | -6.4% | -4.4% |
| 3M | +3.6% | +26.3% | -22.6% | +0.8% |
| 6M | +26.8% | -37.2% | +64.0% | +28.7% |
| YTD | +8.4% | -44.2% | +52.7% | +10.3% |
| 1Y | +3.3% | -44.0% | +47.2% | +4.6% |
| 3Y | +44.3% | 0.0% | +44.2% | +24.0% |
| All | +91.2% | -51.1% | +142.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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