+2,768.1%
MSFT vs TTMI
+247.6%
+2,520.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.6% |
| 7D | +2.3% | -11.5% | +13.9% | +3.8% |
| 30D | -0.4% | -40.3% | +40.0% | +6.1% |
| 3M | +5.6% | -44.5% | +50.0% | +12.9% |
| 6M | +29.0% | -54.1% | +83.0% | +39.4% |
| YTD | +10.9% | +4.7% | +6.3% | +2.3% |
| 1Y | +6.2% | +3.3% | +2.9% | -2.5% |
| 3Y | +47.6% | +407.2% | -359.6% | +1.1% |
| 5Y | +67.9% | +406.5% | -338.6% | +13.0% |
| 10Y | +922.9% | +420.4% | +502.5% | +562.5% |
| All | +2,768.1% | +247.6% | +2,520.5% | +1,159.9% |
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 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