+89.4%
EWZ vs TKO
+989.7%
-900.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.4% |
| 30D | +12.8% | -2.5% | +15.3% | +13.3% |
| 3M | +10.8% | -10.6% | +21.4% | +13.1% |
| 6M | +2.5% | -5.1% | +7.6% | +3.2% |
| YTD | +21.4% | -8.2% | +29.6% | +22.6% |
| 1Y | +32.8% | -4.4% | +37.2% | +32.7% |
| 3Y | +45.2% | +100.4% | -55.2% | +20.2% |
| 5Y | +63.0% | +294.3% | -231.3% | +12.6% |
| All | +89.4% | +989.7% | -900.3% | +20.8% |
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 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