+32.1%
ES vs TKO
+104.9%
-72.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.2% |
| 7D | +1.4% | +7.2% | -5.8% | +0.8% |
| 30D | -1.2% | +4.7% | -5.9% | -1.6% |
| 3M | +5.0% | -3.2% | +8.2% | +5.2% |
| 6M | -2.8% | -2.9% | 0.0% | -2.8% |
| YTD | +8.6% | -5.8% | +14.4% | +8.7% |
| 1Y | +18.9% | -1.1% | +20.0% | +18.4% |
| 3Y | +32.1% | +111.1% | -79.0% | +23.6% |
| All | +32.1% | +104.9% | -72.7% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling