-16.3%
A vs TKO
+303.5%
-319.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.3% | -2.6% | -1.6% | -3.9% |
| 3M | +8.9% | -7.8% | +16.7% | +10.4% |
| 6M | +24.5% | -7.0% | +31.5% | +25.7% |
| YTD | +5.8% | -8.5% | +14.4% | +6.9% |
| 1Y | +16.2% | -1.3% | +17.5% | +15.4% |
| 3Y | +28.5% | +105.0% | -76.5% | +12.0% |
| 5Y | -16.3% | +292.9% | -309.2% | -38.3% |
| All | -16.3% | +303.5% | -319.8% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling