+540.7%
EL vs TKO
+1,439.7%
-899.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.9% |
| 7D | +1.7% | +7.2% | -5.5% | +0.6% |
| 30D | +15.5% | +4.7% | +10.8% | +14.7% |
| 3M | +20.6% | -3.2% | +23.8% | +21.0% |
| 6M | +10.5% | -2.9% | +13.3% | +10.6% |
| YTD | -1.9% | -5.8% | +3.9% | -1.5% |
| 1Y | +16.1% | -1.1% | +17.1% | +15.6% |
| 3Y | -30.2% | +111.1% | -141.3% | -38.5% |
| 5Y | -67.4% | +315.6% | -382.9% | -74.2% |
| 10Y | +31.2% | +978.5% | -947.2% | -12.4% |
| All | +540.7% | +1,439.7% | -899.0% | +229.6% |
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