+3,560.9%
COST vs TKO
+1,400.2%
+2,160.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | +2.3% | -3.5% | -1.5% |
| 30D | -4.7% | -2.5% | -2.2% | -4.5% |
| 3M | -7.1% | -10.6% | +3.5% | -6.0% |
| 6M | -8.5% | -5.1% | -3.5% | -8.3% |
| YTD | +5.4% | -8.2% | +13.6% | +5.9% |
| 1Y | -5.6% | -4.4% | -1.2% | -5.8% |
| 3Y | +68.5% | +100.4% | -31.9% | +51.2% |
| 5Y | +105.2% | +294.3% | -189.0% | +67.2% |
| 10Y | +610.7% | +983.2% | -372.5% | +388.3% |
| All | +3,560.9% | +1,400.2% | +2,160.7% | +1,803.0% |
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