+4.9%
MSFT vs TSLL
-39.8%
+44.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | -1.3% | +17.8% | -19.1% | -2.6% |
| 30D | -1.8% | +8.2% | -10.1% | -3.0% |
| 3M | +5.6% | +20.9% | -15.2% | +3.2% |
| 6M | +29.8% | -37.5% | +67.3% | +30.5% |
| YTD | +9.0% | -44.5% | +53.5% | +7.3% |
| 1Y | +4.9% | -33.0% | +37.9% | +3.8% |
| All | +4.9% | -39.8% | +44.7% | +3.8% |
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