+97.4%
AR vs TKO
+276.1%
-178.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +7.4% | +2.3% | +5.1% | +6.7% |
| 30D | +5.8% | +13.4% | -7.6% | +1.9% |
| 3M | +5.2% | -1.7% | +6.9% | +5.2% |
| 6M | +5.4% | +7.2% | -1.8% | +2.1% |
| YTD | +12.4% | -5.4% | +17.8% | +12.2% |
| 1Y | +12.8% | +8.7% | +4.1% | +7.2% |
| 3Y | +47.2% | +150.4% | -103.2% | +3.9% |
| All | +97.4% | +276.1% | -178.8% | +10.9% |
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