+678.6%
AU vs TKO
+291.2%
+387.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -4.3% | +2.3% | -6.6% | -4.7% |
| 30D | +7.3% | -2.5% | +9.8% | +7.7% |
| 3M | +26.3% | -10.6% | +36.9% | +28.5% |
| 6M | +1.8% | -5.1% | +6.8% | +2.3% |
| YTD | +26.8% | -8.2% | +35.0% | +28.2% |
| 1Y | +66.7% | -4.4% | +71.1% | +67.3% |
| 3Y | +579.1% | +100.4% | +478.7% | +502.1% |
| All | +678.6% | +291.2% | +387.4% | +552.2% |
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 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