+61.6%
AG vs TKO
+989.7%
-928.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -6.7% | +2.3% | -9.0% | -7.1% |
| 30D | +2.2% | -2.5% | +4.6% | +2.6% |
| 3M | +15.7% | -10.6% | +26.3% | +17.6% |
| 6M | -23.8% | -5.1% | -18.7% | -23.3% |
| YTD | +17.6% | -8.2% | +25.9% | +18.9% |
| 1Y | +88.6% | -4.4% | +93.1% | +89.3% |
| 3Y | +253.4% | +100.4% | +153.1% | +216.1% |
| 5Y | +62.4% | +294.3% | -231.9% | +32.8% |
| All | +61.6% | +989.7% | -928.0% | +16.4% |
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