+388.2%
EFA vs TKO
+3,605.1%
-3,216.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | +2.3% | -3.8% | -2.0% |
| 30D | -1.7% | -2.5% | +0.8% | -1.3% |
| 3M | +3.5% | -10.6% | +14.1% | +5.4% |
| 6M | +9.5% | -5.1% | +14.5% | +10.0% |
| YTD | +12.9% | -8.2% | +21.1% | +13.9% |
| 1Y | +18.2% | -4.4% | +22.6% | +18.1% |
| 3Y | +64.8% | +100.4% | -35.5% | +39.3% |
| 5Y | +53.9% | +294.3% | -240.4% | +11.3% |
| 10Y | +144.8% | +983.2% | -838.4% | +31.6% |
| All | +388.2% | +3,605.1% | -3,216.9% | +56.5% |
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