+44.0%
EAT vs TKO
+1.2%
+42.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +1.9% | +1.6% | +0.3% | +1.1% |
| 3M | +68.7% | -7.8% | +76.4% | +71.6% |
| 6M | +66.9% | -13.3% | +80.2% | +72.7% |
| YTD | +60.4% | -10.3% | +70.7% | +64.0% |
| 1Y | +44.0% | -0.6% | +44.6% | +37.5% |
| All | +44.0% | +1.2% | +42.8% | +37.5% |
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