-24.9%
AR vs TKO
+2,132.3%
-2,157.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.8% |
| 7D | -1.8% | +7.2% | -9.0% | -3.2% |
| 30D | +12.6% | +4.7% | +7.9% | +11.4% |
| 3M | +10.0% | -3.2% | +13.2% | +10.3% |
| 6M | +0.6% | -2.9% | +3.5% | +0.4% |
| YTD | +13.4% | -5.8% | +19.2% | +13.7% |
| 1Y | +21.7% | -1.1% | +22.8% | +20.4% |
| 3Y | +45.8% | +111.1% | -65.3% | +22.8% |
| 5Y | +144.3% | +315.6% | -171.3% | +79.9% |
| 10Y | +41.8% | +978.5% | -936.7% | -7.0% |
| All | -24.9% | +2,132.3% | -2,157.2% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling