-46.5%
COMP vs TKO
+296.1%
-342.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +3.6% |
| 7D | +14.5% | +7.8% | +6.7% | +10.9% |
| 30D | +14.9% | +12.2% | +2.8% | +9.4% |
| 3M | -14.2% | +7.5% | -21.7% | -16.8% |
| 6M | +23.7% | +7.7% | +16.0% | +19.1% |
| YTD | +2.1% | -3.3% | +5.4% | +3.4% |
| 1Y | +26.2% | +11.1% | +15.1% | +20.2% |
| 3Y | +470.9% | +141.0% | +329.9% | +281.5% |
| 5Y | -14.0% | +278.8% | -292.8% | -59.8% |
| All | -46.5% | +296.1% | -342.6% | -75.5% |
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