+367.4%
EAT vs TKO
+989.7%
-622.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -7.7% | +2.3% | -10.0% | -8.6% |
| 30D | -13.6% | -2.5% | -11.1% | -13.1% |
| 3M | +33.9% | -10.6% | +44.5% | +38.2% |
| 6M | +47.2% | -5.1% | +52.3% | +48.2% |
| YTD | +48.1% | -8.2% | +56.3% | +50.5% |
| 1Y | +33.7% | -4.4% | +38.1% | +33.7% |
| 3Y | +595.8% | +100.4% | +495.4% | +416.7% |
| 5Y | +314.4% | +294.3% | +20.1% | +131.3% |
| All | +367.4% | +989.7% | -622.2% | +113.0% |
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