+71.4%
MSFT vs TTMI
+840.7%
-769.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -1.6% |
| 7D | -1.4% | +12.2% | -13.6% | -3.0% |
| 30D | -1.0% | -5.7% | +4.7% | -0.6% |
| 3M | +20.2% | -27.5% | +47.7% | +23.2% |
| 6M | +21.3% | +47.1% | -25.9% | +7.7% |
| YTD | +2.8% | +87.5% | -84.7% | -14.7% |
| 1Y | 0.0% | +175.2% | -175.3% | -25.6% |
| 3Y | +51.2% | +901.9% | -850.7% | -23.2% |
| 5Y | +71.4% | +843.5% | -772.0% | -14.5% |
| All | +71.4% | +840.7% | -769.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling