+1,623.2%
ACN vs TKO
+3,259.2%
-1,636.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -5.1% |
| 7D | -4.8% | +7.2% | -12.0% | -6.2% |
| 30D | +1.9% | +4.7% | -2.8% | +0.9% |
| 3M | +3.9% | -3.2% | +7.1% | +4.2% |
| 6M | -15.0% | -2.9% | -12.1% | -14.9% |
| YTD | -31.9% | -5.8% | -26.1% | -31.5% |
| 1Y | -28.5% | -1.1% | -27.5% | -28.9% |
| 3Y | -41.9% | +111.1% | -153.0% | -51.1% |
| 5Y | -42.9% | +315.6% | -358.4% | -58.7% |
| 10Y | +88.7% | +978.5% | -889.7% | +6.4% |
| All | +1,623.2% | +3,259.2% | -1,636.0% | +485.2% |
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 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