+38.9%
ECL vs TKO
+276.1%
-237.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +2.9% | +2.3% | +0.5% | +2.5% |
| 30D | +7.5% | +13.4% | -5.9% | +5.3% |
| 3M | +12.2% | -1.7% | +14.0% | +12.4% |
| 6M | +24.6% | +7.2% | +17.3% | +22.6% |
| YTD | +18.8% | -5.4% | +24.1% | +19.1% |
| 1Y | +19.3% | +8.7% | +10.6% | +16.9% |
| 3Y | +78.2% | +150.4% | -72.2% | +52.1% |
| All | +38.9% | +276.1% | -237.2% | +3.8% |
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 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