+155.3%
ALLE vs TKO
+958.6%
-803.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | -2.2% | +0.7% | -2.8% | -2.3% |
| 30D | -8.3% | +0.9% | -9.2% | -8.5% |
| 3M | +16.3% | -6.2% | +22.4% | +17.3% |
| 6M | +1.8% | -5.6% | +7.4% | +2.5% |
| YTD | -3.9% | -7.8% | +3.9% | -3.1% |
| 1Y | -10.0% | -1.2% | -8.8% | -10.4% |
| 3Y | +45.8% | +106.5% | -60.7% | +25.8% |
| 5Y | +13.3% | +310.4% | -297.1% | -15.0% |
| 10Y | +155.3% | +987.5% | -832.3% | +67.9% |
| All | +155.3% | +958.6% | -803.3% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling