+15.2%
ALLE vs TKO
+312.5%
-297.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.6% |
| 7D | +2.8% | +7.2% | -4.4% | +1.4% |
| 30D | -7.6% | +4.7% | -12.3% | -8.5% |
| 3M | +22.8% | -3.2% | +26.0% | +23.3% |
| 6M | +4.6% | -2.9% | +7.5% | +4.7% |
| YTD | -1.2% | -5.8% | +4.6% | -0.7% |
| 1Y | -9.1% | -1.1% | -8.1% | -9.6% |
| 3Y | +50.0% | +111.1% | -61.1% | +28.1% |
| 5Y | +15.2% | +315.6% | -300.3% | -24.1% |
| All | +15.2% | +312.5% | -297.3% | -24.1% |
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