+66.0%
AMAT vs TKO
+9.7%
+56.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.6% |
| 7D | +19.3% | +2.6% | +16.7% | +19.5% |
| 30D | -17.9% | +11.6% | -29.6% | -17.1% |
| 3M | -30.4% | -0.1% | -30.3% | -30.2% |
| 6M | -11.4% | +6.7% | -18.2% | -13.2% |
| YTD | +48.8% | -6.0% | +54.8% | +51.4% |
| 1Y | +66.0% | +8.5% | +57.5% | +54.2% |
| All | +66.0% | +9.7% | +56.3% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling