+41.8%
ALM vs TKO
+5.6%
+36.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +0.1% |
| 7D | -6.4% | +11.3% | -17.7% | -9.7% |
| 30D | -35.0% | +9.3% | -44.3% | -37.0% |
| 3M | -33.8% | +5.3% | -39.1% | -35.4% |
| 6M | -55.0% | +4.9% | -59.9% | -57.5% |
| YTD | -0.2% | -6.3% | +6.1% | +4.6% |
| 1Y | +41.8% | +4.9% | +36.9% | +36.8% |
| All | +41.8% | +5.6% | +36.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling