-63.4%
ALB vs TKO
+276.1%
-339.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.8% | +2.3% | -8.1% | -6.3% |
| 30D | -4.5% | +13.4% | -17.9% | -7.7% |
| 3M | -28.1% | -1.7% | -26.3% | -27.9% |
| 6M | -53.2% | +7.2% | -60.4% | -54.6% |
| YTD | -33.3% | -5.4% | -27.9% | -33.3% |
| 1Y | -17.4% | +8.7% | -26.1% | -20.8% |
| 3Y | -14.1% | +150.4% | -164.6% | -34.1% |
| All | -63.4% | +276.1% | -339.5% | -78.3% |
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