+276.5%
ADP vs TKO
+989.7%
-713.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -3.4% | +2.3% | -5.7% | -3.9% |
| 30D | -0.4% | -2.5% | +2.1% | 0.0% |
| 3M | +19.7% | -10.6% | +30.3% | +22.1% |
| 6M | +27.9% | -5.1% | +33.0% | +28.6% |
| YTD | +5.9% | -8.2% | +14.2% | +6.9% |
| 1Y | -7.5% | -4.4% | -3.1% | -7.6% |
| 3Y | +15.4% | +100.4% | -85.0% | -3.1% |
| 5Y | +48.4% | +294.3% | -245.9% | +4.3% |
| All | +276.5% | +989.7% | -713.1% | +122.6% |
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 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