+349.6%
ALLE vs TKO
+1,711.7%
-1,362.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +1.6% | +2.6% | -1.0% | +1.2% |
| 30D | +24.1% | +11.6% | +12.5% | +22.2% |
| 3M | +14.8% | -0.1% | +15.0% | +14.7% |
| 6M | +45.9% | +6.7% | +39.2% | +44.1% |
| YTD | +20.7% | -6.0% | +26.8% | +21.3% |
| 1Y | +14.2% | +8.5% | +5.7% | +12.3% |
| 3Y | +90.7% | +150.9% | -60.3% | +65.7% |
| 5Y | +50.6% | +274.0% | -223.5% | +22.2% |
| 10Y | +208.9% | +1,126.1% | -917.3% | +116.5% |
| All | +349.6% | +1,711.7% | -1,362.1% | +201.1% |
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 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