-0.1%
ES vs TKO
+5.6%
-5.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.7% |
| 7D | +5.3% | +11.3% | -6.0% | +4.2% |
| 30D | +8.9% | +9.3% | -0.4% | +7.9% |
| 3M | -1.9% | +5.3% | -7.2% | -2.6% |
| 6M | +3.9% | +4.9% | -1.0% | +3.0% |
| YTD | +8.3% | -6.3% | +14.6% | +8.0% |
| 1Y | -0.1% | +4.9% | -5.1% | -4.1% |
| All | -0.1% | +5.6% | -5.8% | -4.1% |
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