-0.8%
MSFT vs TT
+10.3%
-11.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.8% |
| 30D | +2.7% | -7.4% | +10.1% | +0.8% |
| 3M | +17.0% | -3.2% | +20.2% | +15.9% |
| 6M | +23.8% | +1.1% | +22.7% | +23.0% |
| YTD | +4.0% | +15.6% | -11.6% | +8.2% |
| 1Y | -0.8% | +9.2% | -10.0% | +3.2% |
| All | -0.8% | +10.3% | -11.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling