+51.6%
ED vs TKO
+154.2%
-102.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +2.1% | +2.3% | -0.3% | +2.1% |
| 30D | +10.4% | +13.4% | -3.0% | +10.4% |
| 3M | +12.5% | -1.7% | +14.3% | +12.5% |
| 6M | +14.9% | +7.2% | +7.7% | +15.0% |
| YTD | +24.8% | -5.4% | +30.2% | +24.6% |
| 1Y | +23.8% | +8.7% | +15.1% | +24.0% |
| 3Y | +51.6% | +150.4% | -98.8% | +56.0% |
| All | +51.6% | +154.2% | -102.6% | +56.0% |
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