+104.5%
ED vs TKO
+989.7%
-885.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | -0.4% | -2.5% | +2.1% | -0.3% |
| 3M | +0.5% | -10.6% | +11.1% | +1.0% |
| 6M | -3.1% | -5.1% | +1.9% | -3.0% |
| YTD | +9.8% | -8.2% | +18.0% | +10.1% |
| 1Y | +12.6% | -4.4% | +17.0% | +12.5% |
| 3Y | +31.4% | +100.4% | -69.0% | +25.1% |
| 5Y | +69.4% | +294.3% | -224.9% | +53.5% |
| All | +104.5% | +989.7% | -885.2% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling