+97.6%
ALLY vs TKO
+1,036.6%
-939.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +0.4% | +2.3% | -1.9% | -0.1% |
| 30D | +5.2% | +13.4% | -8.1% | +2.6% |
| 3M | -13.3% | -1.7% | -11.6% | -13.2% |
| 6M | -6.7% | +7.2% | -13.9% | -8.4% |
| YTD | -12.8% | -5.4% | -7.5% | -12.5% |
| 1Y | +0.7% | +8.7% | -8.0% | -1.8% |
| 3Y | +65.2% | +150.4% | -85.2% | +35.7% |
| 5Y | -10.1% | +276.6% | -286.8% | -32.6% |
| 10Y | +177.0% | +1,134.6% | -957.6% | +75.8% |
| All | +97.6% | +1,036.6% | -939.0% | +26.7% |
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