+133,470.8%
MSFT vs TSN
+890.5%
+132,580.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.9% |
| 7D | -2.7% | -6.3% | +3.6% | -1.5% |
| 30D | +2.7% | -10.8% | +13.5% | +5.0% |
| 3M | +17.0% | -8.8% | +25.7% | +18.9% |
| 6M | +23.8% | -16.8% | +40.6% | +27.9% |
| YTD | +4.0% | -10.0% | +14.0% | +5.5% |
| 1Y | -0.8% | -5.3% | +4.4% | -0.7% |
| 3Y | +55.6% | +8.5% | +47.1% | +49.0% |
| 5Y | +72.9% | -22.9% | +95.8% | +76.6% |
| 10Y | +875.8% | -12.6% | +888.4% | +831.3% |
| All | +133,470.8% | +890.5% | +132,580.4% | +52,570.0% |
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