+91.2%
EWZ vs TKO
+985.8%
-894.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +13.5% | -2.6% | +16.1% | +14.0% |
| 3M | +15.2% | -7.8% | +23.0% | +16.9% |
| 6M | +3.7% | -7.0% | +10.7% | +4.9% |
| YTD | +22.5% | -8.5% | +31.1% | +23.9% |
| 1Y | +35.3% | -1.3% | +36.6% | +34.2% |
| 3Y | +50.2% | +105.0% | -54.8% | +23.7% |
| 5Y | +64.6% | +292.9% | -228.3% | +13.8% |
| All | +91.2% | +985.8% | -894.6% | +22.1% |
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