+27.1%
ECL vs TKO
+303.5%
-276.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | +0.1% | -2.8% | -2.7% |
| 30D | -4.6% | -2.6% | -2.0% | -4.2% |
| 3M | +6.0% | -7.8% | +13.7% | +7.1% |
| 6M | -3.0% | -7.0% | +4.1% | -2.2% |
| YTD | +4.0% | -8.5% | +12.6% | +4.9% |
| 1Y | +2.0% | -1.3% | +3.3% | +1.5% |
| 3Y | +53.9% | +105.0% | -51.0% | +35.9% |
| 5Y | +27.1% | +292.9% | -265.8% | -9.8% |
| All | +27.1% | +303.5% | -276.3% | -9.8% |
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