+1,321.9%
AMAT vs TKO
+1,121.1%
+200.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +11.4% | +2.3% | +9.0% | +10.7% |
| 30D | -17.0% | +13.4% | -30.4% | -20.0% |
| 3M | -30.6% | -1.7% | -28.9% | -30.5% |
| 6M | -14.9% | +7.2% | -22.2% | -18.0% |
| YTD | +44.7% | -5.4% | +50.1% | +44.2% |
| 1Y | +66.9% | +8.7% | +58.2% | +59.1% |
| 3Y | +153.3% | +150.4% | +2.9% | +81.4% |
| 5Y | +146.2% | +276.6% | -130.4% | +47.4% |
| All | +1,321.9% | +1,121.1% | +200.8% | +482.4% |
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