+273.0%
EMR vs TKO
+989.7%
-716.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.4% | +2.3% | -2.7% | -1.0% |
| 30D | -6.8% | -2.5% | -4.3% | -6.4% |
| 3M | +7.5% | -10.6% | +18.1% | +9.8% |
| 6M | +9.9% | -5.1% | +14.9% | +10.5% |
| YTD | +16.0% | -8.2% | +24.2% | +17.5% |
| 1Y | +12.4% | -4.4% | +16.9% | +12.7% |
| 3Y | +60.2% | +100.4% | -40.1% | +34.7% |
| 5Y | +67.9% | +294.3% | -226.4% | +19.0% |
| All | +273.0% | +989.7% | -716.6% | +119.2% |
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