-12.1%
DOW vs TKO
+135.4%
-147.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -1.4% | +2.3% | -3.7% | -2.0% |
| 30D | -3.9% | -2.5% | -1.5% | -3.4% |
| 3M | -12.7% | -10.6% | -2.1% | -10.3% |
| 6M | -13.7% | -5.1% | -8.6% | -13.3% |
| YTD | +28.4% | -8.2% | +36.6% | +29.7% |
| 1Y | +21.8% | -4.4% | +26.2% | +21.1% |
| 3Y | -35.7% | +100.4% | -136.1% | -50.0% |
| 5Y | -36.8% | +294.3% | -331.1% | -62.3% |
| All | -12.1% | +135.4% | -147.4% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling