+184.8%
COP vs TKO
+291.2%
-106.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +2.3% | +2.3% | 0.0% | +2.0% |
| 30D | +8.6% | -2.5% | +11.1% | +8.8% |
| 3M | +19.9% | -10.6% | +30.5% | +21.2% |
| 6M | +19.0% | -5.1% | +24.1% | +19.2% |
| YTD | +50.0% | -8.2% | +58.2% | +50.6% |
| 1Y | +50.5% | -4.4% | +55.0% | +50.0% |
| 3Y | +25.2% | +100.4% | -75.2% | +11.3% |
| All | +184.8% | +291.2% | -106.4% | +82.7% |
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 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