+16.0%
DGX vs TKO
-7.4%
+23.4%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -2.7% | -2.6% | -0.1% | -2.6% |
| 3M | +13.9% | -7.8% | +21.7% | +14.5% |
| 6M | +16.0% | -7.0% | +23.0% | +16.5% |
| All | +16.0% | -7.4% | +23.4% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling