+156.7%
B vs TKO
+303.5%
-146.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +8.7% | -2.6% | +11.3% | +9.0% |
| 3M | +17.3% | -7.8% | +25.1% | +18.2% |
| 6M | -5.0% | -7.0% | +2.0% | -4.5% |
| YTD | +1.4% | -8.5% | +10.0% | +2.2% |
| 1Y | +50.5% | -1.3% | +51.8% | +50.1% |
| 3Y | +194.4% | +105.0% | +89.4% | +170.2% |
| 5Y | +156.7% | +292.9% | -136.2% | +120.9% |
| All | +156.7% | +303.5% | -146.8% | +120.9% |
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