+295.8%
AFL vs TKO
+989.7%
-693.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.6% | +2.3% | -4.0% | -2.0% |
| 30D | -4.0% | -2.5% | -1.6% | -3.8% |
| 3M | -0.5% | -10.6% | +10.1% | +1.0% |
| 6M | +6.5% | -5.1% | +11.6% | +6.9% |
| YTD | +6.2% | -8.2% | +14.4% | +6.9% |
| 1Y | +8.3% | -4.4% | +12.7% | +8.1% |
| 3Y | +62.5% | +100.4% | -37.8% | +40.8% |
| 5Y | +136.2% | +294.3% | -158.1% | +77.3% |
| All | +295.8% | +989.7% | -693.8% | +159.7% |
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