+2,067.3%
ALL vs TKO
+1,446.8%
+620.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +5.0% | +2.3% | +2.7% | +4.6% |
| 30D | +13.3% | +13.4% | 0.0% | +11.0% |
| 3M | +3.2% | -1.7% | +4.9% | +3.3% |
| 6M | +25.3% | +7.2% | +18.1% | +23.5% |
| YTD | +30.5% | -5.4% | +35.8% | +30.7% |
| 1Y | +29.2% | +8.7% | +20.5% | +26.4% |
| 3Y | +119.1% | +150.4% | -31.3% | +84.4% |
| 5Y | +162.6% | +276.6% | -114.0% | +102.8% |
| 10Y | +378.8% | +1,134.6% | -755.8% | +185.6% |
| All | +2,067.3% | +1,446.8% | +620.5% | +878.5% |
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