-77.0%
ADVB vs TKO
+5.6%
-82.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -3.5% |
| 7D | -29.5% | +11.3% | -40.8% | -27.2% |
| 30D | -66.9% | +9.3% | -76.2% | -65.9% |
| 3M | -73.7% | +5.3% | -79.0% | -72.9% |
| 6M | -64.8% | +4.9% | -69.6% | -64.1% |
| YTD | -64.0% | -6.3% | -57.7% | -63.1% |
| 1Y | -77.0% | +4.9% | -81.9% | -77.9% |
| All | -77.0% | +5.6% | -82.6% | -77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling