+8.5%
ADVB vs TKO
+1.2%
+7.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -1.1% |
| 7D | -3.8% | +0.7% | -4.5% | -3.5% |
| 30D | +17.6% | +1.6% | +16.0% | +18.8% |
| 3M | +119.1% | -7.8% | +126.9% | +118.7% |
| 6M | +103.4% | -13.3% | +116.7% | +99.1% |
| YTD | +59.8% | -10.3% | +70.1% | +59.7% |
| 1Y | +8.5% | -0.6% | +9.2% | +7.1% |
| All | +8.5% | +1.2% | +7.3% | +7.1% |
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