+2,010.2%
ALM vs TKO
+102.0%
+1,908.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.0% |
| 30D | +24.7% | -2.6% | +27.3% | +25.5% |
| 3M | +8.3% | -7.8% | +16.1% | +10.6% |
| 6M | -22.2% | -7.0% | -15.1% | -21.2% |
| YTD | +88.1% | -8.5% | +96.6% | +92.1% |
| 1Y | +272.4% | -1.3% | +273.7% | +270.9% |
| All | +2,010.2% | +102.0% | +1,908.2% | +2,113.7% |
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 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