+915.1%
MSFT vs TTMI
+394.2%
+520.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | -1.3% | +11.4% | -12.7% | -3.4% |
| 30D | -1.8% | -28.3% | +26.5% | +2.4% |
| 3M | +5.6% | -46.7% | +52.3% | +15.3% |
| 6M | +29.8% | -56.1% | +85.9% | +43.3% |
| YTD | +9.0% | +7.4% | +1.6% | -6.2% |
| 1Y | +4.9% | +17.4% | -12.5% | -12.6% |
| 3Y | +46.2% | +429.1% | -382.9% | -24.6% |
| 5Y | +62.1% | +418.8% | -356.7% | -19.2% |
| All | +915.1% | +394.2% | +520.9% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling