+2.7%
AA vs TKO
+303.5%
-300.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -10.7% | -2.6% | -8.1% | -9.9% |
| 3M | -26.2% | -7.8% | -18.4% | -24.3% |
| 6M | -20.9% | -7.0% | -13.9% | -19.5% |
| YTD | -8.6% | -8.5% | -0.1% | -7.0% |
| 1Y | +57.4% | -1.3% | +58.7% | +54.8% |
| 3Y | +77.8% | +105.0% | -27.1% | +26.2% |
| 5Y | +2.7% | +292.9% | -290.2% | -45.2% |
| All | +2.7% | +303.5% | -300.8% | -45.2% |
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