+270.3%
ALLE vs TKO
+1,629.3%
-1,359.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | -0.2% | +0.7% | -1.0% | -0.3% |
| 30D | -6.8% | +1.6% | -8.4% | -7.0% |
| 3M | +21.0% | -7.8% | +28.8% | +22.3% |
| 6M | +1.1% | -13.3% | +14.4% | +2.9% |
| YTD | -0.5% | -10.3% | +9.8% | +0.6% |
| 1Y | -7.3% | -0.6% | -6.6% | -7.6% |
| 3Y | +42.3% | +88.5% | -46.2% | +28.3% |
| 5Y | +13.5% | +284.7% | -271.3% | -8.1% |
| 10Y | +144.0% | +905.7% | -761.7% | +74.6% |
| All | +270.3% | +1,629.3% | -1,359.0% | +149.8% |
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