-46.3%
ALB vs TKO
+303.5%
-349.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.8% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -5.6% | -2.6% | -3.0% | -5.0% |
| 3M | -16.8% | -7.8% | -9.1% | -15.6% |
| 6M | -26.3% | -7.0% | -19.3% | -25.6% |
| YTD | -13.2% | -8.5% | -4.7% | -12.2% |
| 1Y | +68.8% | -1.3% | +70.1% | +66.4% |
| 3Y | -30.7% | +105.0% | -135.6% | -44.6% |
| 5Y | -46.3% | +292.9% | -339.2% | -66.7% |
| All | -46.3% | +303.5% | -349.7% | -66.7% |
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 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