+12.6%
COMP vs TKO
+1.9%
+10.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -6.3% |
| 7D | +4.1% | +7.2% | -3.1% | -0.4% |
| 30D | -14.5% | +4.7% | -19.2% | -16.7% |
| 3M | +41.8% | -3.2% | +45.0% | +43.1% |
| 6M | +23.6% | -2.9% | +26.4% | +24.1% |
| YTD | +1.7% | -5.8% | +7.5% | +5.1% |
| 1Y | +12.6% | -1.1% | +13.6% | +14.7% |
| All | +12.6% | +1.9% | +10.7% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling