-17.3%
EFX vs TKO
-3.3%
-14.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | -9.4% | +0.7% | -10.1% | -9.4% |
| 30D | -6.9% | +0.9% | -7.8% | -6.9% |
| 3M | +0.1% | -6.2% | +6.3% | +0.3% |
| 6M | -17.3% | -5.6% | -11.7% | -16.2% |
| All | -17.3% | -3.3% | -14.0% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling