+706.3%
ES vs TKO
+1,366.3%
-660.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -2.0% | +1.6% | -3.6% | -2.1% |
| 3M | +1.7% | -7.8% | +9.5% | +2.3% |
| 6M | -3.5% | -13.3% | +9.8% | -2.5% |
| YTD | +7.9% | -10.3% | +18.2% | +8.6% |
| 1Y | +17.2% | -0.6% | +17.8% | +16.8% |
| 3Y | +29.3% | +88.5% | -59.2% | +20.7% |
| 5Y | -5.7% | +284.7% | -290.5% | -18.0% |
| 10Y | +85.2% | +905.7% | -820.5% | +43.9% |
| All | +706.3% | +1,366.3% | -660.0% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling