-3.8%
AS vs TKO
+9.7%
-13.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.0% |
| 7D | -3.6% | +2.6% | -6.2% | -4.4% |
| 30D | +3.4% | +11.6% | -8.2% | 0.0% |
| 3M | -8.6% | -0.1% | -8.5% | -8.7% |
| 6M | -10.0% | +6.7% | -16.8% | -13.7% |
| YTD | -19.2% | -6.0% | -13.2% | -18.4% |
| 1Y | -3.8% | +8.5% | -12.3% | -2.6% |
| All | -3.8% | +9.7% | -13.5% | -2.6% |
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 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