+65.2%
ALAB vs TKO
+1.2%
+63.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.6% | +10.0% |
| 7D | +7.2% | +0.7% | +6.5% | +7.1% |
| 30D | -2.5% | +1.6% | -4.1% | -3.1% |
| 3M | -13.3% | -7.8% | -5.5% | -12.7% |
| 6M | +172.8% | -13.3% | +186.1% | +180.2% |
| YTD | +86.6% | -10.3% | +96.9% | +90.5% |
| 1Y | +65.2% | -0.6% | +65.8% | +58.4% |
| All | +65.2% | +1.2% | +63.9% | +58.4% |
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 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