+956.6%
ALM vs TKO
+306.8%
+649.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +33.8% | +0.9% | +32.9% | +33.3% |
| 3M | +14.8% | -6.2% | +20.9% | +15.8% |
| 6M | -7.0% | -5.6% | -1.3% | -6.5% |
| YTD | +108.1% | -7.8% | +115.9% | +110.4% |
| 1Y | +313.8% | -1.2% | +315.0% | +313.4% |
| 3Y | +2,227.6% | +106.5% | +2,121.1% | +2,174.1% |
| 5Y | +956.6% | +310.4% | +646.3% | +1,085.5% |
| All | +956.6% | +306.8% | +649.9% | +1,085.5% |
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