+35.3%
EWZ vs TKO
-2.5%
+37.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +13.5% | -2.6% | +16.1% | +13.8% |
| 3M | +15.2% | -7.8% | +23.0% | +16.5% |
| 6M | +3.7% | -7.0% | +10.7% | +3.9% |
| YTD | +22.5% | -8.5% | +31.1% | +23.6% |
| 1Y | +35.3% | -1.3% | +36.6% | +33.9% |
| All | +35.3% | -2.5% | +37.7% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling