+222.6%
ESI vs TKO
+1,980.8%
-1,758.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +3.9% | +0.7% | +3.2% | +3.7% |
| 30D | -3.8% | +0.9% | -4.7% | -4.1% |
| 3M | -13.1% | -6.2% | -7.0% | -12.4% |
| 6M | +11.3% | -5.6% | +17.0% | +11.8% |
| YTD | +44.1% | -7.8% | +51.9% | +45.2% |
| 1Y | +40.3% | -1.2% | +41.5% | +39.1% |
| 3Y | +84.1% | +106.5% | -22.5% | +53.8% |
| 5Y | +75.8% | +310.4% | -234.6% | +25.4% |
| 10Y | +320.7% | +987.5% | -666.8% | +141.5% |
| All | +222.6% | +1,980.8% | -1,758.2% | +66.0% |
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