+3.9%
D vs TKO
+306.8%
-302.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -2.1% | +0.9% | -2.9% | -2.2% |
| 3M | -0.7% | -6.2% | +5.4% | -0.4% |
| 6M | +5.6% | -5.6% | +11.2% | +5.8% |
| YTD | +14.6% | -7.8% | +22.4% | +14.9% |
| 1Y | +15.3% | -1.2% | +16.6% | +15.0% |
| 3Y | +59.1% | +106.5% | -47.4% | +50.9% |
| 5Y | +3.9% | +310.4% | -306.4% | -1.7% |
| All | +3.9% | +306.8% | -302.9% | -1.7% |
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