-28.0%
C vs TKO
+1,446.8%
-1,474.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +4.2% | +2.3% | +1.9% | +3.4% |
| 30D | +2.0% | +13.4% | -11.4% | -1.9% |
| 3M | -10.1% | -1.7% | -8.4% | -10.0% |
| 6M | +1.0% | +7.2% | -6.2% | -2.2% |
| YTD | +8.5% | -5.4% | +13.8% | +8.7% |
| 1Y | +25.7% | +8.7% | +17.0% | +20.6% |
| 3Y | +216.0% | +150.4% | +65.6% | +130.3% |
| 5Y | +112.3% | +276.6% | -164.3% | +31.6% |
| 10Y | +217.8% | +1,134.6% | -916.8% | +23.2% |
| All | -28.0% | +1,446.8% | -1,474.8% | -83.3% |
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 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