+120.4%
AS vs TKO
+124.8%
-4.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.3% |
| 30D | -19.6% | +1.6% | -21.2% | -20.4% |
| 3M | -14.4% | -7.8% | -6.6% | -12.1% |
| 6M | -20.1% | -13.3% | -6.8% | -16.0% |
| YTD | -20.9% | -10.3% | -10.6% | -18.2% |
| 1Y | -21.9% | -0.6% | -21.2% | -23.2% |
| All | +120.4% | +124.8% | -4.4% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling