+2,588.1%
MSFT vs TTMI
+504.4%
+2,083.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.8% | -10.9% | -3.4% |
| 7D | -2.7% | +5.9% | -8.6% | -3.6% |
| 30D | +2.7% | -4.3% | +7.0% | +2.9% |
| 3M | +17.0% | -32.0% | +49.0% | +22.0% |
| 6M | +23.8% | +19.5% | +4.4% | +15.7% |
| YTD | +4.0% | +82.0% | -78.0% | -10.3% |
| 1Y | -0.8% | +172.6% | -173.4% | -20.9% |
| 3Y | +55.6% | +744.7% | -689.1% | +0.2% |
| 5Y | +72.9% | +805.6% | -732.7% | +8.4% |
| 10Y | +875.8% | +1,057.6% | -181.8% | +468.6% |
| All | +2,588.1% | +504.4% | +2,083.7% | +1,005.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling