+6,206.9%
EW vs TKO
+2,724.8%
+3,482.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.0% | -8.5% | -4.2% |
| 7D | -4.4% | +7.2% | -11.6% | -5.4% |
| 30D | -3.3% | +4.7% | -8.0% | -4.0% |
| 3M | +1.0% | -3.2% | +4.2% | +1.3% |
| 6M | +6.2% | -2.9% | +9.1% | +6.3% |
| YTD | +1.7% | -5.8% | +7.5% | +2.1% |
| 1Y | +8.1% | -1.1% | +9.2% | +7.7% |
| 3Y | +17.1% | +111.1% | -94.0% | +4.0% |
| 5Y | -29.4% | +315.6% | -344.9% | -43.2% |
| 10Y | +121.7% | +978.5% | -856.7% | +57.3% |
| All | +6,206.9% | +2,724.8% | +3,482.1% | +3,462.4% |
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