+5.4%
B vs TKO
+9.5%
-4.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -7.3% | +2.3% | -9.6% | -7.8% |
| 30D | -3.3% | +13.4% | -16.7% | -5.9% |
| 3M | -7.8% | -1.7% | -6.0% | -7.7% |
| 6M | -15.5% | +7.2% | -22.8% | -18.8% |
| YTD | -12.3% | -5.4% | -6.9% | -10.4% |
| 1Y | +5.4% | +8.7% | -3.3% | -0.3% |
| All | +5.4% | +9.5% | -4.1% | -0.3% |
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