-47.0%
COMP vs TKO
+277.6%
-324.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +0.8% | +0.7% | +0.2% | +0.4% |
| 30D | -13.9% | +0.9% | -14.7% | -14.2% |
| 3M | +30.7% | -6.2% | +36.9% | +33.8% |
| 6M | +18.7% | -5.6% | +24.3% | +21.2% |
| YTD | +1.0% | -7.8% | +8.9% | +4.4% |
| 1Y | +15.1% | -1.2% | +16.3% | +15.2% |
| 3Y | +219.8% | +106.5% | +113.2% | +129.2% |
| 5Y | -28.7% | +310.4% | -339.0% | -67.1% |
| All | -47.0% | +277.6% | -324.6% | -75.3% |
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 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