+384.5%
ALAB vs TKO
+140.3%
+244.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | +9.6% | +0.7% | +9.0% | +9.1% |
| 30D | -5.3% | +0.9% | -6.1% | -6.1% |
| 3M | -12.0% | -6.2% | -5.9% | -11.1% |
| 6M | +145.7% | -5.6% | +151.3% | +146.1% |
| YTD | +80.7% | -7.8% | +88.5% | +82.7% |
| 1Y | +40.1% | -1.2% | +41.3% | +36.5% |
| All | +384.5% | +140.3% | +244.2% | +321.4% |
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 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