+53.8%
MSFT vs TSLL
-27.3%
+81.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.9% | +18.3% | -2.0% |
| 7D | +1.1% | -28.9% | +30.0% | +3.4% |
| 30D | +1.3% | -21.4% | +22.7% | +2.7% |
| 3M | +10.2% | +5.0% | +5.2% | +9.0% |
| 6M | +30.8% | -36.6% | +67.4% | +32.2% |
| YTD | +11.5% | -56.6% | +68.2% | +15.2% |
| 1Y | +6.5% | -60.9% | +67.4% | +10.4% |
| All | +53.8% | -27.3% | +81.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling