+114.1%
DT vs TKO
+186.3%
-72.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -1.6% | +2.3% | -3.9% | -2.3% |
| 30D | +3.0% | -2.5% | +5.5% | +3.5% |
| 3M | +26.5% | -10.6% | +37.1% | +29.8% |
| 6M | +35.9% | -5.1% | +41.0% | +37.0% |
| YTD | +17.8% | -8.2% | +26.1% | +19.2% |
| 1Y | +4.1% | -4.4% | +8.5% | +3.9% |
| 3Y | +5.3% | +100.4% | -95.1% | -15.7% |
| 5Y | -27.2% | +294.3% | -321.5% | -53.8% |
| All | +114.1% | +186.3% | -72.1% | +27.6% |
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