+2,589.2%
ALM vs TKO
+989.7%
+1,599.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.6% |
| 7D | -11.8% | +2.3% | -14.2% | -12.1% |
| 30D | +7.8% | -2.5% | +10.3% | +8.2% |
| 3M | -9.3% | -10.6% | +1.3% | -7.7% |
| 6M | -30.5% | -5.1% | -25.4% | -30.2% |
| YTD | +75.8% | -8.2% | +84.0% | +77.7% |
| 1Y | +241.2% | -4.4% | +245.6% | +242.8% |
| 3Y | +1,872.6% | +100.4% | +1,772.2% | +1,699.8% |
| 5Y | +849.6% | +294.3% | +555.3% | +680.5% |
| All | +2,589.2% | +989.7% | +1,599.6% | +1,582.3% |
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