+49.1%
D vs TKO
+1,121.1%
-1,072.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -1.4% | +2.3% | -3.7% | -1.6% |
| 30D | +7.7% | +13.4% | -5.6% | +6.4% |
| 3M | -0.3% | -1.7% | +1.4% | -0.2% |
| 6M | +10.1% | +7.2% | +2.8% | +9.0% |
| YTD | +19.1% | -5.4% | +24.4% | +19.2% |
| 1Y | +15.9% | +8.7% | +7.2% | +14.4% |
| 3Y | +75.0% | +150.4% | -75.4% | +58.0% |
| 5Y | +13.4% | +276.6% | -263.2% | -3.1% |
| All | +49.1% | +1,121.1% | -1,072.0% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling