+1,785.6%
MSFT vs TKO
+1,439.7%
+345.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.0% |
| 7D | -1.4% | +7.2% | -8.6% | -2.6% |
| 30D | -1.0% | +4.7% | -5.7% | -1.9% |
| 3M | +20.2% | -3.2% | +23.4% | +20.5% |
| 6M | +21.3% | -2.9% | +24.1% | +21.4% |
| YTD | +2.8% | -5.8% | +8.6% | +3.1% |
| 1Y | 0.0% | -1.1% | +1.0% | -0.7% |
| 3Y | +51.2% | +111.1% | -59.9% | +29.8% |
| 5Y | +71.4% | +315.6% | -244.1% | +28.9% |
| 10Y | +868.6% | +978.5% | -109.9% | +498.8% |
| All | +1,785.6% | +1,439.7% | +345.8% | +713.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling