+432.5%
EWZ vs TKO
+1,932.9%
-1,500.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +4.8% | +1.6% | +3.2% | +4.3% |
| 3M | +9.9% | -7.8% | +17.7% | +11.7% |
| 6M | +1.9% | -13.3% | +15.2% | +5.1% |
| YTD | +20.3% | -10.3% | +30.6% | +22.5% |
| 1Y | +35.6% | -0.6% | +36.2% | +34.1% |
| 3Y | +43.4% | +88.5% | -45.0% | +17.2% |
| 5Y | +55.9% | +284.7% | -228.8% | +3.3% |
| 10Y | +84.2% | +905.7% | -821.6% | -14.0% |
| All | +432.5% | +1,932.9% | -1,500.4% | +35.4% |
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