+361.5%
ALL vs TKO
+989.7%
-628.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.3% | +2.3% | -4.6% | -2.6% |
| 30D | -0.4% | -2.5% | +2.1% | -0.2% |
| 3M | +16.0% | -10.6% | +26.6% | +17.6% |
| 6M | +24.6% | -5.1% | +29.6% | +25.0% |
| YTD | +23.7% | -8.2% | +31.9% | +24.4% |
| 1Y | +27.7% | -4.4% | +32.2% | +27.7% |
| 3Y | +150.2% | +100.4% | +49.9% | +122.6% |
| 5Y | +117.1% | +294.3% | -177.2% | +71.4% |
| All | +361.5% | +989.7% | -628.1% | +238.0% |
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