+7,692.7%
EW vs TKO
+2,737.8%
+4,954.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.6% |
| 30D | +23.9% | +13.4% | +10.6% | +21.8% |
| 3M | +15.8% | -1.7% | +17.5% | +15.9% |
| 6M | +31.7% | +7.2% | +24.4% | +30.0% |
| YTD | +25.7% | -5.4% | +31.1% | +26.1% |
| 1Y | +24.4% | +8.7% | +15.7% | +22.4% |
| 3Y | +65.9% | +150.4% | -84.6% | +44.3% |
| 5Y | -7.6% | +276.6% | -284.2% | -24.7% |
| 10Y | +253.2% | +1,134.6% | -881.4% | +147.1% |
| All | +7,692.7% | +2,737.8% | +4,954.9% | +4,296.6% |
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 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