+74.0%
ALB vs TKO
+989.7%
-915.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -6.6% | +2.3% | -8.9% | -7.2% |
| 30D | -8.1% | -2.5% | -5.6% | -7.6% |
| 3M | -25.7% | -10.6% | -15.1% | -24.0% |
| 6M | -29.5% | -5.1% | -24.4% | -29.2% |
| YTD | -16.2% | -8.2% | -8.0% | -15.4% |
| 1Y | +59.2% | -4.4% | +63.7% | +58.8% |
| 3Y | -33.7% | +100.4% | -134.1% | -45.9% |
| 5Y | -48.1% | +294.3% | -342.4% | -65.3% |
| All | +74.0% | +989.7% | -915.6% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling