+354.8%
DD vs TKO
+1,439.7%
-1,085.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.3% |
| 7D | -0.6% | +7.2% | -7.8% | -2.1% |
| 30D | -7.4% | +4.7% | -12.1% | -8.4% |
| 3M | -6.4% | -3.2% | -3.2% | -6.1% |
| 6M | -2.5% | -2.9% | +0.4% | -2.4% |
| YTD | +10.2% | -5.8% | +16.0% | +10.8% |
| 1Y | +36.9% | -1.1% | +38.0% | +36.0% |
| 3Y | +47.0% | +111.1% | -64.1% | +22.8% |
| 5Y | +63.1% | +315.6% | -252.4% | +16.7% |
| 10Y | +68.2% | +978.5% | -910.3% | -6.7% |
| All | +354.8% | +1,439.7% | -1,085.0% | +67.7% |
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 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