+162.4%
ALL vs TKO
+276.1%
-113.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +5.0% | +2.3% | +2.7% | +4.8% |
| 30D | +13.3% | +13.4% | 0.0% | +11.9% |
| 3M | +3.2% | -1.7% | +4.9% | +3.2% |
| 6M | +25.3% | +7.2% | +18.1% | +24.2% |
| YTD | +30.5% | -5.4% | +35.8% | +30.6% |
| 1Y | +29.2% | +8.7% | +20.5% | +27.4% |
| 3Y | +119.1% | +150.4% | -31.3% | +96.7% |
| All | +162.4% | +276.1% | -113.7% | +116.2% |
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