+134.9%
AS vs TKO
+131.7%
+3.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +6.9% | +5.7% | +1.2% | +4.6% |
| 30D | +16.0% | +6.9% | +9.1% | +12.9% |
| 3M | -12.8% | +2.4% | -15.2% | -14.1% |
| 6M | -15.4% | +1.1% | -16.5% | -16.9% |
| YTD | -15.7% | -7.5% | -8.2% | -14.0% |
| 1Y | +6.1% | +7.2% | -1.1% | +0.8% |
| All | +134.9% | +131.7% | +3.1% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling