+99.6%
DE vs TKO
+291.2%
-191.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | +9.0% | -2.5% | +11.5% | +9.3% |
| 3M | +19.1% | -10.6% | +29.7% | +20.9% |
| 6M | +14.4% | -5.1% | +19.4% | +14.6% |
| YTD | +45.9% | -8.2% | +54.2% | +46.8% |
| 1Y | +43.6% | -4.4% | +48.0% | +43.2% |
| 3Y | +75.9% | +100.4% | -24.5% | +50.5% |
| All | +99.6% | +291.2% | -191.6% | +33.0% |
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