+358.7%
ALAB vs TKO
+138.5%
+220.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | -8.8% | -2.6% | -6.2% | -8.4% |
| 3M | -14.0% | -7.8% | -6.2% | -12.5% |
| 6M | +144.3% | -7.0% | +151.3% | +146.2% |
| YTD | +71.0% | -8.5% | +79.6% | +73.4% |
| 1Y | +23.5% | -1.3% | +24.8% | +20.2% |
| All | +358.7% | +138.5% | +220.2% | +300.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling