+477.7%
ASX vs TKO
+312.5%
+165.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.0% | +1.1% | +5.0% |
| 7D | +6.3% | +7.2% | -0.9% | +4.7% |
| 30D | +6.4% | +4.7% | +1.7% | +5.2% |
| 3M | +13.1% | -3.2% | +16.4% | +13.2% |
| 6M | +90.3% | -2.9% | +93.2% | +89.5% |
| YTD | +149.6% | -5.8% | +155.4% | +149.8% |
| 1Y | +249.2% | -1.1% | +250.2% | +243.3% |
| 3Y | +445.9% | +111.1% | +334.8% | +328.5% |
| 5Y | +477.7% | +315.6% | +162.2% | +197.3% |
| All | +477.7% | +312.5% | +165.2% | +197.3% |
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