+556.0%
DG vs TKO
+1,979.6%
-1,423.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -4.5% |
| 7D | -2.5% | +7.2% | -9.6% | -3.2% |
| 30D | +1.0% | +4.7% | -3.7% | +0.4% |
| 3M | +20.3% | -3.2% | +23.5% | +20.6% |
| 6M | -11.7% | -2.9% | -8.9% | -11.6% |
| YTD | -2.3% | -5.8% | +3.5% | -2.0% |
| 1Y | +20.0% | -1.1% | +21.1% | +19.8% |
| 3Y | +7.2% | +111.1% | -103.9% | -2.1% |
| 5Y | -37.9% | +315.6% | -353.5% | -47.3% |
| 10Y | +107.3% | +978.5% | -871.2% | +57.7% |
| All | +556.0% | +1,979.6% | -1,423.6% | +315.7% |
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 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