-43.5%
ACN vs TKO
+303.5%
-347.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -1.1% | -2.6% | +1.6% | -0.6% |
| 3M | +5.6% | -7.8% | +13.4% | +6.9% |
| 6M | -9.9% | -7.0% | -2.9% | -9.1% |
| YTD | -32.3% | -8.5% | -23.8% | -31.5% |
| 1Y | -25.3% | -1.3% | -24.0% | -25.6% |
| 3Y | -42.3% | +105.0% | -147.2% | -49.7% |
| 5Y | -43.5% | +292.9% | -336.4% | -61.9% |
| All | -43.5% | +303.5% | -347.0% | -61.9% |
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