+62.4%
MSFT vs TT
+131.0%
-68.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -1.3% | +4.0% | -5.3% | -2.5% |
| 30D | -1.8% | -11.3% | +9.5% | +1.8% |
| 3M | +5.6% | -12.3% | +17.9% | +9.9% |
| 6M | +29.8% | -10.8% | +40.7% | +33.0% |
| YTD | +9.0% | +8.2% | +0.9% | +1.6% |
| 1Y | +4.9% | +1.5% | +3.5% | +0.6% |
| 3Y | +46.2% | +91.5% | -45.3% | -1.2% |
| All | +62.4% | +131.0% | -68.6% | -11.8% |
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