+0.4%
AA vs TKO
+1,439.7%
-1,439.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +2.1% |
| 7D | +1.7% | +7.2% | -5.5% | -0.3% |
| 30D | +3.3% | +4.7% | -1.4% | +1.9% |
| 3M | -29.4% | -3.2% | -26.2% | -29.1% |
| 6M | -12.8% | -2.9% | -9.9% | -12.7% |
| YTD | -2.1% | -5.8% | +3.7% | -1.6% |
| 1Y | +62.8% | -1.1% | +63.8% | +61.2% |
| 3Y | +90.5% | +111.1% | -20.6% | +51.2% |
| 5Y | +19.1% | +315.6% | -296.5% | -22.6% |
| 10Y | +124.8% | +978.5% | -853.7% | +8.7% |
| All | +0.4% | +1,439.7% | -1,439.4% | -71.1% |
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