+318.7%
EAT vs TKO
+303.5%
+15.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -3.0% | -2.6% | -0.4% | -2.4% |
| 3M | +45.6% | -7.8% | +53.4% | +48.7% |
| 6M | +53.5% | -7.0% | +60.6% | +55.7% |
| YTD | +49.6% | -8.5% | +58.1% | +52.2% |
| 1Y | +38.9% | -1.3% | +40.2% | +37.2% |
| 3Y | +589.7% | +105.0% | +484.7% | +414.8% |
| 5Y | +318.7% | +292.9% | +25.8% | +86.5% |
| All | +318.7% | +303.5% | +15.2% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling