+33.7%
EAT vs TKO
-1.0%
+34.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -7.7% | +2.3% | -10.0% | -8.2% |
| 30D | -13.6% | -2.5% | -11.1% | -13.1% |
| 3M | +33.9% | -10.6% | +44.5% | +38.4% |
| 6M | +47.2% | -5.1% | +52.3% | +47.4% |
| YTD | +48.1% | -8.2% | +56.3% | +50.7% |
| 1Y | +33.7% | -4.4% | +38.1% | +28.0% |
| All | +33.7% | -1.0% | +34.6% | +28.0% |
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 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