+3,354.6%
ASX vs TKO
+2,965.9%
+388.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -9.1% | +6.4% | -15.6% | -10.2% |
| 30D | -23.6% | +11.9% | -35.5% | -25.4% |
| 3M | -5.6% | +5.6% | -11.2% | -6.9% |
| 6M | +4.7% | +7.5% | -2.8% | +2.0% |
| YTD | +122.6% | -3.5% | +126.1% | +121.3% |
| 1Y | +133.0% | +13.0% | +120.1% | +123.2% |
| 3Y | +367.1% | +157.6% | +209.5% | +267.3% |
| 5Y | +504.7% | +288.2% | +216.5% | +325.6% |
| 10Y | +887.2% | +1,196.6% | -309.4% | +378.0% |
| All | +3,354.6% | +2,965.9% | +388.8% | +866.7% |
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 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