+155.8%
EXC vs TKO
+989.7%
-833.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | -3.6% | -2.5% | -1.2% | -3.4% |
| 3M | -4.3% | -10.6% | +6.3% | -3.1% |
| 6M | -9.9% | -5.1% | -4.9% | -9.7% |
| YTD | +1.8% | -8.2% | +10.0% | +2.3% |
| 1Y | +2.9% | -4.4% | +7.3% | +2.7% |
| 3Y | +19.1% | +100.4% | -81.3% | +5.5% |
| 5Y | +44.8% | +294.3% | -249.5% | +12.9% |
| All | +155.8% | +989.7% | -833.8% | +95.2% |
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