-69.0%
EL vs TKO
+303.5%
-372.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +10.3% | -2.6% | +12.9% | +11.0% |
| 3M | +13.4% | -7.8% | +21.1% | +15.2% |
| 6M | +3.1% | -7.0% | +10.1% | +4.3% |
| YTD | -6.9% | -8.5% | +1.6% | -5.7% |
| 1Y | +11.9% | -1.3% | +13.2% | +11.1% |
| 3Y | -33.8% | +105.0% | -138.8% | -44.5% |
| 5Y | -69.0% | +292.9% | -361.9% | -81.4% |
| All | -69.0% | +303.5% | -372.4% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling