+143.3%
DELL vs TKO
+5.6%
+137.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -9.3% |
| 7D | -24.6% | +11.3% | -35.9% | -26.0% |
| 30D | -32.5% | +9.3% | -41.8% | -33.5% |
| 3M | -20.2% | +5.3% | -25.5% | -21.1% |
| 6M | +76.5% | +4.9% | +71.6% | +74.9% |
| YTD | +198.9% | -6.3% | +205.2% | +204.5% |
| 1Y | +143.3% | +4.9% | +138.4% | +133.2% |
| All | +143.3% | +5.6% | +137.7% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling