-87.7%
ADVB vs TKO
+32.7%
-120.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.0% | -8.8% | -4.4% |
| 7D | -14.0% | +7.2% | -21.1% | -14.8% |
| 30D | +41.0% | +4.7% | +36.3% | +40.4% |
| 3M | +127.9% | -3.2% | +131.1% | +129.0% |
| 6M | +101.3% | -2.9% | +104.2% | +101.7% |
| YTD | +53.8% | -5.8% | +59.6% | +53.9% |
| 1Y | +4.4% | -1.1% | +5.5% | +0.7% |
| All | -87.7% | +32.7% | -120.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling