+145.9%
AR vs TKO
+303.5%
-157.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +3.5% | -2.6% | +6.2% | +4.1% |
| 3M | +9.9% | -7.8% | +17.7% | +11.9% |
| 6M | +4.5% | -7.0% | +11.6% | +5.6% |
| YTD | +13.7% | -8.5% | +22.2% | +14.9% |
| 1Y | +19.2% | -1.3% | +20.5% | +16.7% |
| 3Y | +46.2% | +105.0% | -58.8% | +8.6% |
| 5Y | +145.9% | +292.9% | -147.0% | +11.7% |
| All | +145.9% | +303.5% | -157.6% | +11.7% |
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