+115.4%
ALL vs TKO
+303.5%
-188.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -3.6% | -2.6% | -1.0% | -3.4% |
| 3M | +13.2% | -7.8% | +21.0% | +14.0% |
| 6M | +22.5% | -7.0% | +29.5% | +23.1% |
| YTD | +22.7% | -8.5% | +31.3% | +23.4% |
| 1Y | +28.3% | -1.3% | +29.6% | +27.8% |
| 3Y | +152.0% | +105.0% | +47.1% | +130.7% |
| 5Y | +115.4% | +292.9% | -177.5% | +67.8% |
| All | +115.4% | +303.5% | -188.0% | +67.8% |
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