-10.4%
DOW vs TKO
+141.6%
-152.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.9% |
| 7D | -2.9% | +7.2% | -10.1% | -4.7% |
| 30D | +2.0% | +4.7% | -2.7% | +0.5% |
| 3M | -12.5% | -3.2% | -9.3% | -12.2% |
| 6M | -9.2% | -2.9% | -6.3% | -9.4% |
| YTD | +30.8% | -5.8% | +36.6% | +31.2% |
| 1Y | +29.4% | -1.1% | +30.5% | +27.5% |
| 3Y | -34.6% | +111.1% | -145.7% | -49.9% |
| 5Y | -35.9% | +315.6% | -351.5% | -62.4% |
| All | -10.4% | +141.6% | -152.0% | -50.3% |
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