+16.0%
ALC vs TKO
+133.5%
-117.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -6.3% | +2.3% | -8.7% | -6.7% |
| 30D | -10.3% | -2.5% | -7.8% | -10.0% |
| 3M | -0.7% | -10.6% | +9.9% | +0.9% |
| 6M | -17.8% | -5.1% | -12.8% | -17.5% |
| YTD | -15.8% | -8.2% | -7.6% | -15.1% |
| 1Y | -16.7% | -4.4% | -12.3% | -16.8% |
| 3Y | -19.7% | +100.4% | -120.1% | -30.0% |
| 5Y | -19.8% | +294.3% | -314.1% | -38.3% |
| All | +16.0% | +133.5% | -117.5% | -13.7% |
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 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