-2.6%
ALLY vs TKO
+306.8%
-309.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 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% | -1.4% |
| 6M | +10.3% | -5.6% | +15.9% | +11.4% |
| YTD | -5.7% | -7.8% | +2.2% | -4.3% |
| 1Y | +3.9% | -1.2% | +5.1% | +2.9% |
| 3Y | +64.7% | +106.5% | -41.8% | +26.6% |
| 5Y | -2.6% | +310.4% | -312.9% | -51.1% |
| All | -2.6% | +306.8% | -309.4% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling