-27.9%
C vs TKO
+1,436.2%
-1,464.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | +4.7% | +2.6% | +2.1% | +3.9% |
| 30D | +0.2% | +11.6% | -11.5% | -3.1% |
| 3M | -9.3% | -0.1% | -9.2% | -9.6% |
| 6M | -0.8% | +6.7% | -7.6% | -3.8% |
| YTD | +8.5% | -6.0% | +14.5% | +9.0% |
| 1Y | +23.1% | +8.5% | +14.6% | +18.2% |
| 3Y | +220.8% | +150.9% | +69.8% | +133.6% |
| 5Y | +112.4% | +274.0% | -161.6% | +31.9% |
| 10Y | +217.9% | +1,126.1% | -908.2% | +23.5% |
| All | -27.9% | +1,436.2% | -1,464.2% | -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