+1,471.7%
ET vs TKO
+2,759.9%
-1,288.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +0.6% | +0.7% | 0.0% | +0.5% |
| 30D | +5.3% | +0.9% | +4.4% | +4.9% |
| 3M | +15.6% | -6.2% | +21.8% | +16.8% |
| 6M | +20.6% | -5.6% | +26.2% | +21.1% |
| YTD | +38.5% | -7.8% | +46.4% | +39.5% |
| 1Y | +35.7% | -1.2% | +36.9% | +34.1% |
| 3Y | +98.4% | +106.5% | -8.2% | +62.0% |
| 5Y | +245.3% | +310.4% | -65.1% | +135.0% |
| 10Y | +173.7% | +987.5% | -813.8% | +38.3% |
| All | +1,471.7% | +2,759.9% | -1,288.1% | +406.8% |
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