+139,197.7%
MSFT vs TSN
+1,053.2%
+138,144.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -6.2% | -0.3% | -6.0% | -6.2% |
| 30D | -3.7% | +11.8% | -15.5% | -5.9% |
| 3M | +3.6% | +7.1% | -3.5% | +1.9% |
| 6M | +26.8% | -9.2% | +36.0% | +28.8% |
| YTD | +8.4% | +4.8% | +3.6% | +6.5% |
| 1Y | +3.3% | +11.6% | -8.4% | -0.1% |
| 3Y | +44.3% | +41.5% | +2.7% | +30.6% |
| 5Y | +63.3% | -15.5% | +78.9% | +63.8% |
| 10Y | +894.4% | +16.9% | +877.5% | +793.0% |
| All | +139,197.7% | +1,053.2% | +138,144.5% | +53,077.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 all: compounded portfolio wealth divided by compounded TSN 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…
all analysis · Full analysis span regression · 6 months rolling