+62.5%
AFL vs TKO
+102.7%
-40.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -1.6% | +2.3% | -4.0% | -1.8% |
| 30D | -4.0% | -2.5% | -1.6% | -3.9% |
| 3M | -0.5% | -10.6% | +10.1% | +0.3% |
| 6M | +6.5% | -5.1% | +11.6% | +6.8% |
| YTD | +6.2% | -8.2% | +14.4% | +6.7% |
| 1Y | +8.3% | -4.4% | +12.7% | +8.3% |
| 3Y | +62.5% | +100.4% | -37.8% | +55.9% |
| All | +62.5% | +102.7% | -40.1% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling