+672.3%
AU vs TKO
+989.7%
-317.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.3% | +2.3% | -6.6% | -4.3% |
| 30D | +7.3% | -2.5% | +9.8% | +7.4% |
| 3M | +26.3% | -10.6% | +36.9% | +26.7% |
| 6M | +1.8% | -5.1% | +6.8% | +1.8% |
| YTD | +26.8% | -8.2% | +35.0% | +27.0% |
| 1Y | +66.7% | -4.4% | +71.1% | +66.8% |
| 3Y | +579.1% | +100.4% | +478.7% | +579.0% |
| 5Y | +689.3% | +294.3% | +395.0% | +722.4% |
| All | +672.3% | +989.7% | -317.4% | +784.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling