+45.7%
EXC vs TKO
+306.8%
-261.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | +0.3% | +0.7% | -0.3% | +0.3% |
| 30D | -0.9% | +0.9% | -1.7% | -0.9% |
| 3M | -2.7% | -6.2% | +3.5% | -2.4% |
| 6M | -9.4% | -5.6% | -3.8% | -9.2% |
| YTD | +3.0% | -7.8% | +10.9% | +3.3% |
| 1Y | +5.1% | -1.2% | +6.4% | +4.8% |
| 3Y | +20.6% | +106.5% | -85.9% | +13.5% |
| 5Y | +45.7% | +310.4% | -264.6% | +24.6% |
| All | +45.7% | +306.8% | -261.1% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling