+1,662.3%
COP vs TKO
+1,439.7%
+222.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.3% |
| 7D | -0.8% | +7.2% | -8.0% | -2.1% |
| 30D | +15.6% | +4.7% | +10.9% | +14.5% |
| 3M | +14.3% | -3.2% | +17.6% | +14.6% |
| 6M | +17.0% | -2.9% | +19.8% | +16.7% |
| YTD | +47.4% | -5.8% | +53.2% | +47.6% |
| 1Y | +52.4% | -1.1% | +53.5% | +50.9% |
| 3Y | +20.8% | +111.1% | -90.3% | +2.4% |
| 5Y | +191.7% | +315.6% | -123.9% | +114.4% |
| 10Y | +325.1% | +978.5% | -653.4% | +158.3% |
| All | +1,662.3% | +1,439.7% | +222.6% | +750.1% |
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