+460.7%
A vs TKO
+1,998.9%
-1,538.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -3.8% |
| 7D | -2.1% | +7.2% | -9.2% | -3.7% |
| 30D | +0.6% | +4.7% | -4.1% | -0.6% |
| 3M | +10.9% | -3.2% | +14.1% | +11.3% |
| 6M | +28.2% | -2.9% | +31.0% | +28.5% |
| YTD | +8.6% | -5.8% | +14.4% | +9.3% |
| 1Y | +15.5% | -1.1% | +16.6% | +14.6% |
| 3Y | +31.8% | +111.1% | -79.3% | +6.9% |
| 5Y | -14.9% | +315.6% | -330.4% | -42.6% |
| 10Y | +237.8% | +978.5% | -740.6% | +63.8% |
| All | +460.7% | +1,998.9% | -1,538.2% | +56.4% |
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