+4,404.4%
DELL vs TKO
+989.7%
+3,414.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.9% |
| 7D | +8.2% | +2.3% | +5.9% | +7.6% |
| 30D | +17.1% | -2.5% | +19.6% | +17.8% |
| 3M | +45.2% | -10.6% | +55.8% | +48.8% |
| 6M | +286.8% | -5.1% | +291.8% | +289.5% |
| YTD | +354.8% | -8.2% | +363.0% | +361.2% |
| 1Y | +358.3% | -4.4% | +362.7% | +358.5% |
| 3Y | +724.9% | +100.4% | +624.5% | +572.5% |
| 5Y | +1,193.7% | +294.3% | +899.4% | +779.9% |
| All | +4,404.4% | +989.7% | +3,414.8% | +2,522.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling