+78.8%
ES vs TKO
+989.7%
-910.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -3.6% | +2.3% | -5.9% | -3.8% |
| 30D | -4.2% | -2.5% | -1.8% | -4.0% |
| 3M | +0.1% | -10.6% | +10.7% | +1.1% |
| 6M | -6.2% | -5.1% | -1.2% | -6.0% |
| YTD | +4.1% | -8.2% | +12.3% | +4.6% |
| 1Y | +10.2% | -4.4% | +14.6% | +10.1% |
| 3Y | +26.1% | +100.4% | -74.3% | +16.0% |
| 5Y | -5.3% | +294.3% | -299.6% | -19.5% |
| All | +78.8% | +989.7% | -910.8% | +49.9% |
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