+5,400.2%
DGX vs TKO
+1,395.0%
+4,005.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -2.7% | -2.6% | -0.1% | -2.4% |
| 3M | +13.9% | -7.8% | +21.7% | +14.8% |
| 6M | +16.0% | -7.0% | +23.0% | +16.6% |
| YTD | +34.9% | -8.5% | +43.5% | +35.8% |
| 1Y | +30.6% | -1.3% | +31.9% | +30.1% |
| 3Y | +93.0% | +105.0% | -12.0% | +74.7% |
| 5Y | +64.4% | +292.9% | -228.5% | +36.1% |
| 10Y | +248.1% | +979.3% | -731.3% | +146.9% |
| All | +5,400.2% | +1,395.0% | +4,005.2% | +3,018.3% |
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