+73.5%
MSFT vs TT
+140.2%
-66.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.7% | -7.2% | +9.9% | +5.1% |
| 3M | +17.0% | -3.0% | +19.9% | +17.0% |
| 6M | +23.8% | +1.4% | +22.5% | +20.9% |
| YTD | +4.0% | +15.9% | -11.9% | -4.9% |
| 1Y | -0.8% | +9.4% | -10.2% | -7.4% |
| 3Y | +55.6% | +124.4% | -68.8% | -1.5% |
| All | +73.5% | +140.2% | -66.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling