+95.6%
MSFT vs TSLL
-53.8%
+149.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +2.3% | -11.0% | +13.4% | +3.0% |
| 30D | -0.4% | -5.3% | +4.9% | -0.4% |
| 3M | +5.6% | +20.8% | -15.3% | +3.0% |
| 6M | +29.0% | -36.0% | +65.0% | +30.6% |
| YTD | +10.9% | -47.3% | +58.2% | +13.4% |
| 1Y | +6.2% | -48.4% | +54.7% | +8.3% |
| 3Y | +47.6% | -5.4% | +53.0% | +27.5% |
| All | +95.6% | -53.8% | +149.4% | +84.0% |
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