+19.3%
ARM vs TKO
+5.6%
+13.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.6% | -5.6% |
| 7D | -18.7% | +11.3% | -30.0% | -19.6% |
| 30D | -36.7% | +9.3% | -46.0% | -37.3% |
| 3M | -31.6% | +5.3% | -36.9% | -32.0% |
| 6M | -5.6% | +4.9% | -10.5% | -8.2% |
| YTD | +75.5% | -6.3% | +81.8% | +73.1% |
| 1Y | +19.3% | +4.9% | +14.4% | +16.2% |
| All | +19.3% | +5.6% | +13.7% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling