+451.1%
AG vs TKO
+2,451.9%
-2,000.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | +12.5% | +0.9% | +11.6% | +12.3% |
| 3M | +28.2% | -6.2% | +34.3% | +29.2% |
| 6M | -18.8% | -5.6% | -13.2% | -18.3% |
| YTD | +27.4% | -7.8% | +35.2% | +28.7% |
| 1Y | +132.2% | -1.2% | +133.4% | +131.9% |
| 3Y | +286.9% | +106.5% | +180.3% | +241.5% |
| 5Y | +72.8% | +310.4% | -237.6% | +36.3% |
| 10Y | +74.6% | +987.5% | -912.9% | +10.3% |
| All | +451.1% | +2,451.9% | -2,000.8% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling