+241.5%
AMD vs TKO
+263.8%
-22.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.5% | +8.7% | +11.8% |
| 7D | +8.9% | +7.8% | +1.1% | +6.7% |
| 30D | -16.4% | +12.2% | -28.5% | -19.2% |
| 3M | +5.2% | +7.5% | -2.2% | +2.6% |
| 6M | +11.7% | +7.7% | +4.0% | +7.4% |
| YTD | +137.5% | -3.3% | +140.8% | +135.7% |
| 1Y | +117.8% | +11.1% | +106.7% | +104.6% |
| 3Y | +348.1% | +141.0% | +207.1% | +215.6% |
| 5Y | +241.5% | +278.8% | -37.3% | +54.1% |
| All | +241.5% | +263.8% | -22.3% | +54.1% |
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