+62.5%
ALLY vs TKO
+103.5%
-41.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -4.5% | +0.9% | -5.4% | -4.9% |
| 3M | -2.8% | -6.2% | +3.3% | -1.5% |
| 6M | +10.3% | -5.6% | +15.9% | +11.4% |
| YTD | -5.7% | -7.8% | +2.2% | -4.4% |
| 1Y | +3.9% | -1.2% | +5.1% | +3.1% |
| All | +62.5% | +103.5% | -41.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling