+24.4%
EL vs TKO
+989.7%
-965.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.5% | +2.3% | -8.8% | -7.0% |
| 30D | +11.1% | -2.5% | +13.6% | +11.7% |
| 3M | +10.7% | -10.6% | +21.3% | +13.0% |
| 6M | +6.9% | -5.1% | +11.9% | +7.5% |
| YTD | -6.3% | -8.2% | +1.9% | -5.3% |
| 1Y | +13.5% | -4.4% | +17.9% | +13.6% |
| 3Y | -33.1% | +100.4% | -133.4% | -42.8% |
| 5Y | -68.8% | +294.3% | -363.1% | -77.1% |
| All | +24.4% | +989.7% | -965.3% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling