+381.6%
COMP vs TKO
+128.6%
+253.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.8% | +10.3% |
| 7D | +13.4% | +5.7% | +7.7% | +11.1% |
| 30D | +11.1% | +6.9% | +4.2% | +8.5% |
| 3M | -18.8% | +2.4% | -21.2% | -19.4% |
| 6M | +10.5% | +1.1% | +9.4% | +9.7% |
| YTD | -3.4% | -7.5% | +4.1% | -0.8% |
| 1Y | +19.7% | +7.2% | +12.5% | +17.6% |
| 3Y | +381.6% | +131.3% | +250.3% | +305.7% |
| All | +381.6% | +128.6% | +253.0% | +305.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling