+33.5%
EXC vs TKO
+154.2%
-120.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | +8.6% | +13.4% | -4.8% | +8.3% |
| 3M | +2.4% | -1.7% | +4.1% | +2.3% |
| 6M | +6.5% | +7.2% | -0.8% | +6.3% |
| YTD | +9.0% | -5.4% | +14.4% | +9.0% |
| 1Y | +4.6% | +8.7% | -4.1% | +4.3% |
| 3Y | +33.5% | +150.4% | -116.9% | +40.7% |
| All | +33.5% | +154.2% | -120.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling