+93.1%
ACN vs TKO
+989.7%
-896.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | +2.1% | -2.5% | +4.6% | +2.5% |
| 3M | +11.1% | -10.6% | +21.7% | +13.3% |
| 6M | -6.8% | -5.1% | -1.8% | -6.3% |
| YTD | -30.0% | -8.2% | -21.8% | -29.2% |
| 1Y | -23.1% | -4.4% | -18.7% | -23.0% |
| 3Y | -40.4% | +100.4% | -140.8% | -49.3% |
| 5Y | -41.6% | +294.3% | -335.9% | -57.8% |
| All | +93.1% | +989.7% | -896.6% | +22.5% |
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