+126.7%
AMAT vs TKO
+250.1%
-123.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | -14.7% | +5.7% | -20.4% | -15.7% |
| 30D | -36.1% | +6.9% | -43.0% | -37.1% |
| 3M | -36.9% | +2.4% | -39.3% | -37.5% |
| 6M | -22.2% | +1.1% | -23.3% | -23.5% |
| YTD | +29.9% | -7.5% | +37.4% | +30.3% |
| 1Y | +43.3% | +7.2% | +36.1% | +37.3% |
| 3Y | +142.7% | +131.3% | +11.3% | +83.7% |
| All | +126.7% | +250.1% | -123.4% | +20.5% |
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