+8.3%
DIS vs TKO
+5.6%
+2.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.2% |
| 7D | +9.1% | +11.3% | -2.2% | +5.7% |
| 30D | +14.8% | +9.3% | +5.5% | +11.8% |
| 3M | +21.2% | +5.3% | +15.9% | +19.2% |
| 6M | +18.3% | +4.9% | +13.5% | +15.8% |
| YTD | +5.4% | -6.3% | +11.7% | +6.1% |
| 1Y | +8.3% | +4.9% | +3.3% | +7.1% |
| All | +8.3% | +5.6% | +2.6% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling