+247.4%
A vs TKO
+989.7%
-742.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -2.6% | +2.3% | -4.9% | -3.1% |
| 30D | -0.9% | -2.5% | +1.6% | -0.5% |
| 3M | +13.6% | -10.6% | +24.2% | +15.8% |
| 6M | +27.8% | -5.1% | +32.9% | +28.7% |
| YTD | +8.6% | -8.2% | +16.8% | +9.8% |
| 1Y | +16.9% | -4.4% | +21.3% | +16.9% |
| 3Y | +32.9% | +100.4% | -67.5% | +14.0% |
| 5Y | -14.1% | +294.3% | -308.4% | -36.7% |
| All | +247.4% | +989.7% | -742.3% | +108.5% |
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