+51.2%
MSFT vs TTMI
+857.4%
-806.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.4% |
| 7D | -1.4% | +12.2% | -13.6% | -2.4% |
| 30D | -1.0% | -5.7% | +4.7% | -0.7% |
| 3M | +20.2% | -27.5% | +47.7% | +21.5% |
| 6M | +21.3% | +47.1% | -25.9% | +11.0% |
| YTD | +2.8% | +87.5% | -84.7% | -10.6% |
| 1Y | 0.0% | +175.2% | -175.3% | -20.1% |
| 3Y | +51.2% | +901.9% | -850.7% | -5.1% |
| All | +51.2% | +857.4% | -806.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling