-11.3%
ABT vs TKO
+291.2%
-302.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -5.9% | +2.3% | -8.2% | -6.2% |
| 30D | -8.1% | -2.5% | -5.6% | -7.8% |
| 3M | +14.5% | -10.6% | +25.1% | +16.1% |
| 6M | -6.3% | -5.1% | -1.2% | -5.9% |
| YTD | -17.1% | -8.2% | -8.9% | -16.5% |
| 1Y | -21.4% | -4.4% | -16.9% | -21.2% |
| 3Y | +5.9% | +100.4% | -94.4% | -4.3% |
| All | -11.3% | +291.2% | -302.5% | -31.6% |
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