+114.1%
AS vs TKO
+136.0%
-21.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -4.8% |
| 7D | -2.6% | +7.2% | -9.8% | -5.5% |
| 30D | -22.1% | +4.7% | -26.8% | -23.9% |
| 3M | -15.3% | -3.2% | -12.1% | -14.8% |
| 6M | -15.6% | -2.9% | -12.7% | -15.4% |
| YTD | -23.2% | -5.8% | -17.4% | -22.2% |
| 1Y | -21.7% | -1.1% | -20.6% | -22.7% |
| All | +114.1% | +136.0% | -21.9% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling