+4.8%
ES vs TKO
+288.0%
-283.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +6.7% | +15.0% | -8.3% | +5.3% |
| 3M | +0.3% | +2.9% | -2.5% | 0.0% |
| 6M | +7.4% | +9.0% | -1.6% | +6.3% |
| YTD | +8.4% | -3.4% | +11.8% | +8.3% |
| 1Y | +0.6% | +12.8% | -12.2% | -1.0% |
| 3Y | +50.6% | +158.0% | -107.3% | +37.6% |
| 5Y | +4.8% | +285.4% | -280.6% | -5.1% |
| All | +4.8% | +288.0% | -283.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling