+117.8%
EW vs TKO
+989.7%
-871.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.8% |
| 7D | -6.2% | +2.3% | -8.5% | -6.7% |
| 30D | -9.3% | -2.5% | -6.9% | -9.0% |
| 3M | -1.6% | -10.6% | +9.0% | +0.5% |
| 6M | -0.8% | -5.1% | +4.2% | -0.3% |
| YTD | -1.0% | -8.2% | +7.2% | +0.1% |
| 1Y | +8.2% | -4.4% | +12.6% | +8.3% |
| 3Y | +12.7% | +100.4% | -87.7% | -5.9% |
| 5Y | -30.2% | +294.3% | -324.5% | -51.2% |
| All | +117.8% | +989.7% | -871.9% | +26.9% |
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