+3.2%
MSFT vs TSLL
-42.8%
+46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.1% |
| 7D | -2.4% | +33.0% | -35.4% | -4.7% |
| 30D | -3.8% | +7.7% | -11.5% | -4.8% |
| 3M | +6.4% | +34.7% | -28.3% | +3.0% |
| 6M | +28.8% | -31.5% | +60.3% | +28.3% |
| YTD | +8.8% | -42.4% | +51.2% | +7.1% |
| 1Y | +3.2% | -39.7% | +42.9% | +1.2% |
| All | +3.2% | -42.8% | +46.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling