+26.4%
ET vs TKO
+5.6%
+20.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.8% | -3.3% |
| 7D | -6.0% | +11.3% | -17.3% | -5.7% |
| 30D | -6.1% | +9.3% | -15.4% | -5.8% |
| 3M | -2.7% | +5.3% | -8.0% | -2.4% |
| 6M | +0.2% | +4.9% | -4.6% | +0.2% |
| YTD | +24.3% | -6.3% | +30.7% | +24.7% |
| 1Y | +26.4% | +4.9% | +21.5% | +25.6% |
| All | +26.4% | +5.6% | +20.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling