+292.4%
C vs TKO
+989.7%
-697.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +0.8% | +2.3% | -1.5% | +0.1% |
| 30D | +0.9% | -2.5% | +3.4% | +1.4% |
| 3M | +1.1% | -10.6% | +11.7% | +3.5% |
| 6M | +28.4% | -5.1% | +33.4% | +29.0% |
| YTD | +20.8% | -8.2% | +29.0% | +22.2% |
| 1Y | +43.4% | -4.4% | +47.9% | +43.3% |
| 3Y | +274.9% | +100.4% | +174.5% | +200.2% |
| 5Y | +136.7% | +294.3% | -157.6% | +51.0% |
| All | +292.4% | +989.7% | -697.2% | +96.4% |
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