+24.5%
COP vs TKO
+103.5%
-79.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +11.7% | +0.9% | +10.8% | +11.5% |
| 3M | +17.7% | -6.2% | +23.9% | +18.1% |
| 6M | +18.3% | -5.6% | +23.9% | +18.6% |
| YTD | +49.1% | -7.8% | +56.9% | +49.6% |
| 1Y | +53.3% | -1.2% | +54.5% | +52.1% |
| All | +24.5% | +103.5% | -79.0% | +17.7% |
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