+57.7%
DD vs TKO
+291.2%
-233.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -3.5% | +2.3% | -5.8% | -4.0% |
| 30D | -11.7% | -2.5% | -9.2% | -11.2% |
| 3M | -9.2% | -10.6% | +1.4% | -7.1% |
| 6M | -7.2% | -5.1% | -2.1% | -6.7% |
| YTD | +6.6% | -8.2% | +14.8% | +7.9% |
| 1Y | +32.0% | -4.4% | +36.4% | +32.1% |
| 3Y | +42.1% | +100.4% | -58.2% | +18.7% |
| All | +57.7% | +291.2% | -233.6% | -1.3% |
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