+338.5%
COP vs TKO
+989.7%
-651.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +2.3% | +2.3% | 0.0% | +1.7% |
| 30D | +8.6% | -2.5% | +11.1% | +9.0% |
| 3M | +19.9% | -10.6% | +30.5% | +22.4% |
| 6M | +19.0% | -5.1% | +24.1% | +19.3% |
| YTD | +50.0% | -8.2% | +58.2% | +51.0% |
| 1Y | +50.5% | -4.4% | +55.0% | +49.6% |
| 3Y | +25.2% | +100.4% | -75.2% | +0.6% |
| 5Y | +194.3% | +294.3% | -100.0% | +87.1% |
| All | +338.5% | +989.7% | -651.1% | +128.3% |
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