+83.3%
MSFT vs TSLL
-57.4%
+140.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.8% | +9.8% | -1.1% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +2.7% | +17.8% | -15.1% | +1.0% |
| 3M | +17.0% | -37.0% | +54.0% | +19.6% |
| 6M | +23.8% | -37.7% | +61.5% | +25.9% |
| YTD | +4.0% | -51.4% | +55.4% | +7.6% |
| 1Y | -0.8% | -23.4% | +22.5% | -2.3% |
| 3Y | +55.6% | -30.8% | +86.4% | +39.3% |
| All | +83.3% | -57.4% | +140.7% | +74.6% |
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