+241.9%
B vs TKO
+1,366.4%
-1,124.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +9.4% | +1.6% | +7.8% | +9.3% |
| 3M | +5.0% | -7.8% | +12.8% | +5.3% |
| 6M | -3.5% | -13.3% | +9.7% | -3.0% |
| YTD | +4.5% | -10.3% | +14.8% | +4.8% |
| 1Y | +67.8% | -0.6% | +68.4% | +67.6% |
| 3Y | +196.7% | +88.5% | +108.2% | +188.1% |
| 5Y | +151.9% | +284.7% | -132.8% | +138.1% |
| 10Y | +202.2% | +905.7% | -703.6% | +172.8% |
| All | +241.9% | +1,366.4% | -1,124.4% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling