-8.2%
EW vs TKO
+276.1%
-284.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | +23.9% | +13.4% | +10.6% | +20.8% |
| 3M | +15.8% | -1.7% | +17.5% | +16.0% |
| 6M | +31.7% | +7.2% | +24.4% | +29.1% |
| YTD | +25.7% | -5.4% | +31.1% | +26.2% |
| 1Y | +24.4% | +8.7% | +15.7% | +21.3% |
| 3Y | +65.9% | +150.4% | -84.6% | +34.9% |
| All | -8.2% | +276.1% | -284.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling