-97.1%
ADVB vs TKO
+35.9%
-133.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -4.1% | +6.4% | -10.5% | -4.6% |
| 30D | -60.3% | +11.9% | -72.2% | -60.6% |
| 3M | -73.3% | +5.6% | -78.9% | -73.4% |
| 6M | -65.9% | +7.5% | -73.4% | -66.7% |
| YTD | -63.9% | -3.5% | -60.3% | -63.8% |
| 1Y | -74.1% | +13.0% | -87.1% | -76.5% |
| All | -97.1% | +35.9% | -133.0% | -98.0% |
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