+876.3%
ED vs TKO
+1,439.7%
-563.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.6% |
| 7D | +0.5% | +7.2% | -6.6% | +0.1% |
| 30D | +1.1% | +4.7% | -3.6% | +0.8% |
| 3M | +4.6% | -3.2% | +7.9% | +4.8% |
| 6M | -2.0% | -2.9% | +0.9% | -1.9% |
| YTD | +11.7% | -5.8% | +17.5% | +11.8% |
| 1Y | +15.7% | -1.1% | +16.8% | +15.5% |
| 3Y | +34.4% | +111.1% | -76.7% | +26.7% |
| 5Y | +67.3% | +315.6% | -248.3% | +50.0% |
| 10Y | +104.0% | +978.5% | -874.4% | +67.4% |
| All | +876.3% | +1,439.7% | -563.4% | +583.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling