+169.7%
EXE vs TKO
+331.2%
-161.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.1% | +2.3% | -5.5% | -3.5% |
| 30D | -0.9% | -2.5% | +1.6% | -0.6% |
| 3M | +9.6% | -10.6% | +20.2% | +11.3% |
| 6M | -11.6% | -5.1% | -6.6% | -11.4% |
| YTD | -12.6% | -8.2% | -4.3% | -12.0% |
| 1Y | +1.2% | -4.4% | +5.6% | +0.9% |
| 3Y | +18.0% | +100.4% | -82.3% | +1.0% |
| 5Y | +101.1% | +294.3% | -193.2% | +40.8% |
| All | +169.7% | +331.2% | -161.4% | +93.3% |
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 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