+1,707.5%
AMAT vs TKO
+958.6%
+748.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.2% |
| 7D | +6.9% | +0.7% | +6.3% | +6.7% |
| 30D | -10.1% | +0.9% | -11.0% | -10.6% |
| 3M | -6.0% | -6.2% | +0.2% | -5.2% |
| 6M | +38.6% | -5.6% | +44.3% | +39.0% |
| YTD | +83.1% | -7.8% | +90.9% | +84.1% |
| 1Y | +188.3% | -1.2% | +189.6% | +182.9% |
| 3Y | +225.3% | +106.5% | +118.8% | +146.4% |
| 5Y | +262.0% | +310.4% | -48.4% | +111.1% |
| 10Y | +1,707.5% | +987.5% | +719.9% | +673.4% |
| All | +1,707.5% | +958.6% | +748.8% | +673.4% |
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