+2,083.7%
ALB vs TKO
+1,439.7%
+644.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +1.5% |
| 7D | -4.4% | +7.2% | -11.6% | -5.9% |
| 30D | -1.2% | +4.7% | -5.9% | -2.3% |
| 3M | -13.3% | -3.2% | -10.1% | -13.1% |
| 6M | -19.8% | -2.9% | -16.9% | -20.0% |
| YTD | -7.9% | -5.8% | -2.1% | -7.7% |
| 1Y | +60.2% | -1.1% | +61.2% | +58.6% |
| 3Y | -26.4% | +111.1% | -137.5% | -39.4% |
| 5Y | -42.5% | +315.6% | -358.1% | -60.2% |
| 10Y | +83.0% | +978.5% | -895.4% | -3.5% |
| All | +2,083.7% | +1,439.7% | +644.0% | +672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling