+22.2%
A vs TKO
+5.6%
+16.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.4% |
| 7D | -2.4% | +11.3% | -13.6% | -4.2% |
| 30D | +3.6% | +9.3% | -5.7% | +1.9% |
| 3M | +27.5% | +5.3% | +22.2% | +25.9% |
| 6M | +58.5% | +4.9% | +53.6% | +56.2% |
| YTD | +31.2% | -6.3% | +37.5% | +29.9% |
| 1Y | +22.2% | +4.9% | +17.3% | +20.9% |
| All | +22.2% | +5.6% | +16.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling