+61.5%
ALB vs TKO
+1.2%
+60.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.3% |
| 7D | -8.1% | +0.7% | -8.8% | -8.1% |
| 30D | +6.3% | +1.6% | +4.7% | +6.2% |
| 3M | -23.6% | -7.8% | -15.8% | -23.5% |
| 6M | -24.6% | -13.3% | -11.3% | -22.2% |
| YTD | -10.3% | -10.3% | 0.0% | -8.2% |
| 1Y | +61.5% | -0.6% | +62.1% | +54.7% |
| All | +61.5% | +1.2% | +60.3% | +54.7% |
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