+18,720.5%
EME vs TKO
+1,400.2%
+17,320.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.2% |
| 7D | +3.5% | +2.3% | +1.2% | +2.9% |
| 30D | -6.3% | -2.5% | -3.9% | -5.9% |
| 3M | -3.8% | -10.6% | +6.8% | -1.8% |
| 6M | +8.5% | -5.1% | +13.6% | +8.8% |
| YTD | +27.8% | -8.2% | +36.0% | +28.7% |
| 1Y | +22.2% | -4.4% | +26.7% | +21.6% |
| 3Y | +253.5% | +100.4% | +153.1% | +187.1% |
| 5Y | +578.6% | +294.3% | +284.3% | +354.6% |
| 10Y | +1,355.6% | +983.2% | +372.4% | +606.1% |
| All | +18,720.5% | +1,400.2% | +17,320.3% | +5,837.7% |
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