-25.6%
EFX vs TKO
+1.2%
-26.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.9% |
| 7D | -8.6% | +0.7% | -9.4% | -8.8% |
| 30D | +0.1% | +1.6% | -1.5% | -0.2% |
| 3M | +3.8% | -7.8% | +11.6% | +5.3% |
| 6M | -13.5% | -13.3% | -0.2% | -10.6% |
| YTD | -17.7% | -10.3% | -7.4% | -15.5% |
| 1Y | -25.6% | -0.6% | -25.0% | -26.5% |
| All | -25.6% | +1.2% | -26.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling