+783.1%
EXC vs TKO
+1,439.7%
-656.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +0.2% |
| 7D | +1.2% | +7.2% | -5.9% | +0.5% |
| 30D | -2.7% | +4.7% | -7.4% | -3.2% |
| 3M | -1.0% | -3.2% | +2.3% | -0.8% |
| 6M | -9.3% | -2.9% | -6.4% | -9.2% |
| YTD | +3.6% | -5.8% | +9.4% | +3.8% |
| 1Y | +5.9% | -1.1% | +7.0% | +5.4% |
| 3Y | +21.3% | +111.1% | -89.8% | +10.0% |
| 5Y | +46.2% | +315.6% | -269.4% | +21.8% |
| 10Y | +151.5% | +978.5% | -827.0% | +85.3% |
| All | +783.1% | +1,439.7% | -656.7% | +431.3% |
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