+352.2%
EWZ vs TKO
+2,086.2%
-1,734.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +1.3% | +6.4% | -5.1% | -0.3% |
| 30D | -26.2% | +11.9% | -38.1% | -28.3% |
| 3M | -8.6% | +5.6% | -14.2% | -10.1% |
| 6M | -17.0% | +7.5% | -24.5% | -19.1% |
| YTD | +2.2% | -3.5% | +5.7% | +2.0% |
| 1Y | +2.7% | +13.0% | -10.3% | -1.7% |
| 3Y | +18.2% | +157.6% | -139.4% | -10.6% |
| 5Y | +56.0% | +288.2% | -232.2% | +3.2% |
| 10Y | +60.8% | +1,196.6% | -1,135.8% | -29.8% |
| All | +352.2% | +2,086.2% | -1,734.0% | +12.8% |
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 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