+92.2%
MSFT vs TSLL
-51.4%
+143.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.5% |
| 7D | -1.3% | +17.8% | -19.1% | -2.7% |
| 30D | -1.8% | +8.2% | -10.1% | -2.9% |
| 3M | +5.6% | +20.9% | -15.2% | +3.1% |
| 6M | +29.8% | -37.5% | +67.3% | +31.8% |
| YTD | +9.0% | -44.5% | +53.5% | +10.9% |
| 1Y | +4.9% | -33.0% | +37.9% | +4.8% |
| 3Y | +46.2% | -6.4% | +52.6% | +26.7% |
| All | +92.2% | -51.4% | +143.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling