+2,713.4%
MSFT vs TTMI
+267.1%
+2,446.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.8% |
| 7D | -2.4% | +22.6% | -25.0% | -5.6% |
| 30D | -3.8% | -34.3% | +30.5% | +1.0% |
| 3M | +6.4% | -44.8% | +51.2% | +13.8% |
| 6M | +28.8% | -53.3% | +82.1% | +38.8% |
| YTD | +8.8% | +10.6% | -1.7% | -0.6% |
| 1Y | +3.2% | +8.2% | -5.0% | -6.1% |
| 3Y | +44.8% | +435.7% | -390.9% | -1.7% |
| 5Y | +61.8% | +434.2% | -372.3% | +7.9% |
| 10Y | +897.9% | +426.4% | +471.5% | +544.4% |
| All | +2,713.4% | +267.1% | +2,446.3% | +1,124.3% |
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