-37.7%
DG vs TKO
+291.2%
-328.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -6.5% | +2.3% | -8.8% | -6.8% |
| 30D | +4.2% | -2.5% | +6.6% | +4.5% |
| 3M | +9.5% | -10.6% | +20.1% | +11.1% |
| 6M | -13.1% | -5.1% | -8.1% | -12.7% |
| YTD | -4.8% | -8.2% | +3.4% | -4.2% |
| 1Y | +20.6% | -4.4% | +25.0% | +20.8% |
| 3Y | +4.9% | +100.4% | -95.4% | -5.7% |
| All | -37.7% | +291.2% | -328.9% | -46.1% |
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