+173.8%
ET vs TKO
+989.7%
-815.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.2% | +2.3% | -2.1% | -0.3% |
| 30D | +2.9% | -2.5% | +5.3% | +3.2% |
| 3M | +16.8% | -10.6% | +27.4% | +19.3% |
| 6M | +18.9% | -5.1% | +23.9% | +19.2% |
| YTD | +37.7% | -8.2% | +45.9% | +38.8% |
| 1Y | +32.4% | -4.4% | +36.9% | +31.9% |
| 3Y | +99.5% | +100.4% | -0.9% | +62.8% |
| 5Y | +244.0% | +294.3% | -50.3% | +128.9% |
| All | +173.8% | +989.7% | -815.9% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling