+150.1%
ALL vs TKO
+103.5%
+46.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -5.6% | +0.9% | -6.5% | -5.6% |
| 3M | +17.2% | -6.2% | +23.4% | +17.6% |
| 6M | +23.2% | -5.6% | +28.9% | +23.5% |
| YTD | +23.6% | -7.8% | +31.4% | +24.0% |
| 1Y | +29.2% | -1.2% | +30.4% | +29.0% |
| All | +150.1% | +103.5% | +46.6% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling