+2,931.7%
EAT vs TKO
+1,439.7%
+1,491.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.4% | -4.6% |
| 7D | -4.9% | +7.2% | -12.1% | -6.7% |
| 30D | -1.2% | +4.7% | -5.9% | -2.6% |
| 3M | +52.2% | -3.2% | +55.5% | +52.7% |
| 6M | +65.0% | -2.9% | +67.9% | +65.0% |
| YTD | +55.0% | -5.8% | +60.8% | +55.9% |
| 1Y | +42.1% | -1.1% | +43.1% | +41.0% |
| 3Y | +614.7% | +111.1% | +503.6% | +477.3% |
| 5Y | +322.7% | +315.6% | +7.2% | +186.3% |
| 10Y | +382.0% | +978.5% | -596.4% | +157.0% |
| All | +2,931.7% | +1,439.7% | +1,491.9% | +958.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling