-2.1%
EME vs TKO
+5.6%
-7.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.4% | -13.0% | -9.4% |
| 7D | -5.8% | +11.3% | -17.1% | -5.2% |
| 30D | -17.9% | +9.3% | -27.2% | -17.5% |
| 3M | -22.0% | +5.3% | -27.3% | -21.6% |
| 6M | -29.7% | +4.9% | -34.6% | -30.3% |
| YTD | +4.7% | -6.3% | +11.0% | +5.3% |
| 1Y | -2.1% | +4.9% | -7.0% | -7.5% |
| All | -2.1% | +5.6% | -7.8% | -7.5% |
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