+33.4%
AG vs TKO
+5.6%
+27.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.4% | +5.8% | +8.0% |
| 7D | -2.6% | +11.3% | -13.9% | -6.0% |
| 30D | -12.1% | +9.3% | -21.4% | -14.7% |
| 3M | -6.6% | +5.3% | -11.9% | -8.5% |
| 6M | -20.5% | +4.9% | -25.3% | -23.5% |
| YTD | -7.4% | -6.3% | -1.1% | -3.7% |
| 1Y | +33.4% | +4.9% | +28.5% | +26.0% |
| All | +33.4% | +5.6% | +27.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling