+29.4%
B vs TKO
+5.6%
+23.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +5.0% | +7.6% |
| 7D | +1.1% | +11.3% | -10.2% | -1.1% |
| 30D | +0.3% | +9.3% | -9.0% | -1.6% |
| 3M | +5.4% | +5.3% | +0.1% | +3.8% |
| 6M | +5.5% | +4.9% | +0.7% | +2.4% |
| YTD | -6.3% | -6.3% | 0.0% | -4.3% |
| 1Y | +29.4% | +4.9% | +24.5% | +24.1% |
| All | +29.4% | +5.6% | +23.7% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling