-29.9%
COMP vs TKO
+287.6%
-317.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | +1.4% | +0.7% | +0.6% | +1.0% |
| 30D | -13.3% | +1.6% | -14.9% | -13.8% |
| 3M | +41.1% | -7.8% | +48.9% | +46.0% |
| 6M | +17.2% | -13.3% | +30.5% | +24.7% |
| YTD | +5.2% | -10.3% | +15.5% | +10.3% |
| 1Y | +18.9% | -0.6% | +19.6% | +19.0% |
| 3Y | +215.9% | +88.5% | +127.4% | +134.8% |
| All | -29.9% | +287.6% | -317.4% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling