+128.5%
AWK vs TKO
+989.7%
-861.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.1% | +2.3% | -4.5% | -2.3% |
| 30D | +2.1% | -2.5% | +4.5% | +2.2% |
| 3M | +11.4% | -10.6% | +22.0% | +12.2% |
| 6M | +3.9% | -5.1% | +9.0% | +4.1% |
| YTD | +7.7% | -8.2% | +15.9% | +8.0% |
| 1Y | +1.3% | -4.4% | +5.7% | +1.2% |
| 3Y | +7.2% | +100.4% | -93.2% | -0.5% |
| 5Y | -17.0% | +294.3% | -311.3% | -28.0% |
| All | +128.5% | +989.7% | -861.2% | +87.0% |
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