+95.7%
ES vs TKO
+1,112.7%
-1,017.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | -1.1% | +2.6% | -3.7% | -1.4% |
| 30D | +8.2% | +11.6% | -3.4% | +7.0% |
| 3M | +0.6% | -0.1% | +0.7% | +0.5% |
| 6M | +6.0% | +6.7% | -0.7% | +5.0% |
| YTD | +9.3% | -6.0% | +15.3% | +9.5% |
| 1Y | +1.1% | +8.5% | -7.4% | -0.2% |
| 3Y | +51.9% | +150.9% | -99.0% | +36.6% |
| 5Y | +6.5% | +274.0% | -267.6% | -9.3% |
| All | +95.7% | +1,112.7% | -1,017.0% | +57.6% |
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