+445.9%
ASX vs TKO
+104.9%
+341.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.0% | +1.1% | +5.3% |
| 7D | +6.3% | +7.2% | -0.9% | +5.2% |
| 30D | +6.4% | +4.7% | +1.7% | +5.6% |
| 3M | +13.1% | -3.2% | +16.4% | +13.2% |
| 6M | +90.3% | -2.9% | +93.2% | +89.6% |
| YTD | +149.6% | -5.8% | +155.4% | +149.9% |
| 1Y | +249.2% | -1.1% | +250.2% | +244.3% |
| 3Y | +445.9% | +111.1% | +334.8% | +355.7% |
| All | +445.9% | +104.9% | +341.0% | +355.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling