+878.4%
MSFT vs TKO
+989.7%
-111.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.3% |
| 30D | +0.8% | -2.5% | +3.3% | +1.2% |
| 3M | +27.2% | -10.6% | +37.8% | +29.8% |
| 6M | +22.9% | -5.1% | +28.0% | +23.7% |
| YTD | +3.1% | -8.2% | +11.4% | +4.1% |
| 1Y | -0.3% | -4.4% | +4.2% | -0.4% |
| 3Y | +50.1% | +100.4% | -50.3% | +25.4% |
| 5Y | +74.6% | +294.3% | -219.7% | +20.7% |
| All | +878.4% | +989.7% | -111.3% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling