+23.8%
ALC vs TKO
+128.2%
-104.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -0.1% | +1.6% | -1.7% | -0.4% |
| 3M | +5.9% | -7.8% | +13.7% | +7.1% |
| 6M | -15.9% | -13.3% | -2.6% | -14.3% |
| YTD | -10.1% | -10.3% | +0.2% | -9.0% |
| 1Y | -10.2% | -0.6% | -9.6% | -10.8% |
| 3Y | -13.6% | +88.5% | -102.0% | -23.8% |
| 5Y | -15.1% | +284.7% | -299.9% | -34.4% |
| All | +23.8% | +128.2% | -104.4% | -7.4% |
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