+181.6%
ALLY vs TKO
+989.7%
-808.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.8% | +2.3% | -6.1% | -4.5% |
| 30D | -4.9% | -2.5% | -2.5% | -4.5% |
| 3M | -2.6% | -10.6% | +8.0% | 0.0% |
| 6M | +15.7% | -5.1% | +20.8% | +16.6% |
| YTD | -5.2% | -8.2% | +3.1% | -3.8% |
| 1Y | +2.8% | -4.4% | +7.3% | +3.0% |
| 3Y | +63.4% | +100.4% | -36.9% | +31.3% |
| 5Y | -2.6% | +294.3% | -296.9% | -36.2% |
| All | +181.6% | +989.7% | -808.0% | +34.2% |
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