+32.7%
ED vs TKO
+103.5%
-70.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.7% |
| 7D | -0.2% | +0.7% | -0.8% | -0.2% |
| 30D | +1.9% | +0.9% | +1.1% | +1.9% |
| 3M | +1.9% | -6.2% | +8.0% | +1.8% |
| 6M | -2.3% | -5.6% | +3.4% | -2.3% |
| YTD | +10.9% | -7.8% | +18.7% | +10.8% |
| 1Y | +14.5% | -1.2% | +15.7% | +14.5% |
| All | +32.7% | +103.5% | -70.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling