+12.4%
EMR vs TKO
-1.0%
+13.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.3% |
| 3M | +7.5% | -10.6% | +18.1% | +10.7% |
| 6M | +9.9% | -5.1% | +14.9% | +10.3% |
| YTD | +16.0% | -8.2% | +24.2% | +18.2% |
| 1Y | +12.4% | -4.4% | +16.9% | +11.5% |
| All | +12.4% | -1.0% | +13.4% | +11.5% |
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