+255.4%
EFV vs TKO
+3,389.9%
-3,134.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.8% | +2.3% | -3.1% | -1.3% |
| 30D | +0.6% | -2.5% | +3.1% | +1.0% |
| 3M | +7.5% | -10.6% | +18.1% | +9.7% |
| 6M | +13.0% | -5.1% | +18.1% | +13.6% |
| YTD | +18.3% | -8.2% | +26.5% | +19.4% |
| 1Y | +26.7% | -4.4% | +31.2% | +26.6% |
| 3Y | +89.6% | +100.4% | -10.8% | +57.8% |
| 5Y | +98.2% | +294.3% | -196.1% | +38.9% |
| 10Y | +167.4% | +983.2% | -815.8% | +33.4% |
| All | +255.4% | +3,389.9% | -3,134.5% | -4.3% |
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 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