+117.0%
AA vs TKO
+989.7%
-872.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -3.4% | +2.3% | -5.7% | -4.2% |
| 30D | -5.8% | -2.5% | -3.3% | -5.1% |
| 3M | -29.9% | -10.6% | -19.3% | -27.4% |
| 6M | -27.0% | -5.1% | -22.0% | -26.3% |
| YTD | -8.7% | -8.2% | -0.5% | -7.3% |
| 1Y | +50.6% | -4.4% | +55.1% | +50.4% |
| 3Y | +74.1% | +100.4% | -26.3% | +29.8% |
| 5Y | +2.6% | +294.3% | -291.7% | -41.6% |
| All | +117.0% | +989.7% | -872.7% | -11.4% |
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 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