+131.9%
AS vs TKO
+142.0%
-10.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -3.0% | +3.1% | -6.1% | -4.2% |
| 30D | +9.6% | +15.0% | -5.5% | +3.6% |
| 3M | -8.2% | +2.9% | -11.1% | -9.5% |
| 6M | -9.9% | +9.0% | -18.9% | -14.4% |
| YTD | -16.8% | -3.4% | -13.4% | -16.6% |
| 1Y | +3.0% | +12.8% | -9.8% | -4.1% |
| All | +131.9% | +142.0% | -10.1% | +73.6% |
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