+4,521.4%
DELL vs TKO
+942.6%
+3,578.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +14.9% | -2.6% | +17.5% | +15.6% |
| 3M | +37.2% | -7.8% | +45.0% | +39.5% |
| 6M | +254.0% | -7.0% | +261.0% | +258.4% |
| YTD | +306.1% | -8.5% | +314.7% | +312.2% |
| 1Y | +312.3% | -1.3% | +313.6% | +308.7% |
| 3Y | +654.0% | +105.0% | +549.1% | +511.6% |
| 5Y | +1,055.3% | +292.9% | +762.4% | +687.8% |
| 10Y | +3,948.9% | +979.3% | +2,969.6% | +2,305.3% |
| All | +4,521.4% | +942.6% | +3,578.9% | +2,668.0% |
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 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