-88.4%
ADVB vs TKO
+29.8%
-118.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -5.1% |
| 7D | -13.0% | +0.7% | -13.7% | -13.1% |
| 30D | +7.5% | +0.9% | +6.6% | +7.5% |
| 3M | +129.1% | -6.2% | +135.3% | +131.6% |
| 6M | +71.7% | -5.6% | +77.3% | +72.9% |
| YTD | +45.5% | -7.8% | +53.4% | +46.1% |
| 1Y | -2.7% | -1.2% | -1.5% | -7.4% |
| All | -88.4% | +29.8% | -118.2% | -91.9% |
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 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