+38.0%
DIS vs TKO
+159.5%
-121.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +3.1% | -2.5% | -0.1% |
| 30D | +10.3% | +15.0% | -4.7% | +6.8% |
| 3M | +15.6% | +2.9% | +12.7% | +14.6% |
| 6M | +15.1% | +9.0% | +6.1% | +12.4% |
| YTD | +6.0% | -3.4% | +9.4% | +6.0% |
| 1Y | +5.7% | +12.8% | -7.1% | +2.5% |
| All | +38.0% | +159.5% | -121.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling