+22.6%
D vs TKO
+5.6%
+17.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.1% | +4.2% |
| 7D | +8.5% | +11.3% | -2.8% | +7.7% |
| 30D | +14.3% | +9.3% | +5.0% | +13.6% |
| 3M | +1.8% | +5.3% | -3.5% | +1.4% |
| 6M | +13.0% | +4.9% | +8.2% | +12.2% |
| YTD | +22.7% | -6.3% | +29.1% | +21.9% |
| 1Y | +22.6% | +4.9% | +17.7% | +22.4% |
| All | +22.6% | +5.6% | +17.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling