+1,598.5%
ADBE vs TKO
+1,406.3%
+192.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -8.9% | +0.7% | -9.6% | -9.1% |
| 30D | -6.6% | +0.9% | -7.5% | -7.0% |
| 3M | +7.1% | -6.2% | +13.3% | +8.4% |
| 6M | -9.8% | -5.6% | -4.1% | -8.9% |
| YTD | -27.2% | -7.8% | -19.3% | -26.4% |
| 1Y | -28.0% | -1.2% | -26.8% | -28.6% |
| 3Y | -54.5% | +106.5% | -161.0% | -63.0% |
| 5Y | -61.5% | +310.4% | -371.8% | -73.9% |
| 10Y | +156.4% | +987.5% | -831.1% | +31.3% |
| All | +1,598.5% | +1,406.3% | +192.2% | +431.5% |
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 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