+264.1%
AG vs TKO
+102.0%
+162.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.6% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +6.4% | -2.6% | +9.0% | +7.3% |
| 3M | +28.4% | -7.8% | +36.1% | +31.2% |
| 6M | -24.5% | -7.0% | -17.4% | -23.1% |
| YTD | +21.2% | -8.5% | +29.7% | +23.9% |
| 1Y | +114.1% | -1.3% | +115.4% | +112.8% |
| All | +264.1% | +102.0% | +162.1% | +181.8% |
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