+165.1%
ALLY vs TKO
+1,112.7%
-947.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -2.1% | +2.6% | -4.7% | -2.9% |
| 30D | +2.0% | +11.6% | -9.6% | -1.0% |
| 3M | -13.3% | -0.1% | -13.2% | -13.6% |
| 6M | -9.9% | +6.7% | -16.6% | -12.1% |
| YTD | -13.5% | -6.0% | -7.5% | -13.0% |
| 1Y | -2.8% | +8.5% | -11.3% | -6.1% |
| 3Y | +63.4% | +150.9% | -87.5% | +24.4% |
| 5Y | -10.9% | +274.0% | -284.9% | -40.8% |
| All | +165.1% | +1,112.7% | -947.7% | +31.2% |
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