+141,733.1%
MSFT vs TT
+14,465.8%
+127,267.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | +0.2% | -14.0% | +14.2% | +5.2% |
| 3M | +6.4% | -15.9% | +22.2% | +12.4% |
| 6M | +28.7% | -17.3% | +46.0% | +35.5% |
| YTD | +10.4% | +4.0% | +6.5% | +6.2% |
| 1Y | +7.6% | -7.1% | +14.7% | +7.5% |
| 3Y | +52.3% | +90.2% | -37.9% | +17.1% |
| 5Y | +64.5% | +131.1% | -66.6% | +16.9% |
| 10Y | +917.8% | +777.7% | +140.1% | +352.6% |
| All | +141,733.1% | +14,465.8% | +127,267.2% | +20,914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling