+2,002.0%
ALL vs TKO
+1,366.4%
+635.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.5% | +1.6% | -3.1% | -1.8% |
| 3M | +23.6% | -7.8% | +31.4% | +25.0% |
| 6M | +22.3% | -13.3% | +35.6% | +24.7% |
| YTD | +26.5% | -10.3% | +36.8% | +28.0% |
| 1Y | +27.0% | -0.6% | +27.6% | +26.1% |
| 3Y | +149.6% | +88.5% | +61.1% | +119.5% |
| 5Y | +118.1% | +284.7% | -166.6% | +67.9% |
| 10Y | +369.0% | +905.7% | -536.8% | +189.4% |
| All | +2,002.0% | +1,366.4% | +635.6% | +858.3% |
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