+7.6%
MSFT vs TSLL
-57.5%
+65.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.6% | -9.6% | -1.7% |
| 7D | +1.7% | -21.2% | +22.9% | +3.3% |
| 30D | +0.2% | -13.3% | +13.5% | +0.9% |
| 3M | +6.4% | +15.4% | -9.0% | +4.3% |
| 6M | +28.7% | -34.2% | +62.9% | +27.7% |
| YTD | +10.4% | -52.9% | +63.3% | +10.7% |
| 1Y | +7.6% | -54.3% | +62.0% | +7.7% |
| All | +7.6% | -57.5% | +65.1% | +7.7% |
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