-19.2%
ALC vs TKO
+303.5%
-322.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.6% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -11.7% | -2.6% | -9.1% | -11.3% |
| 3M | +0.7% | -7.8% | +8.4% | +1.9% |
| 6M | -17.1% | -7.0% | -10.1% | -16.3% |
| YTD | -15.1% | -8.5% | -6.6% | -14.3% |
| 1Y | -14.1% | -1.3% | -12.8% | -14.7% |
| 3Y | -18.2% | +105.0% | -123.1% | -30.6% |
| 5Y | -19.2% | +292.9% | -312.1% | -46.8% |
| All | -19.2% | +303.5% | -322.6% | -46.8% |
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