+179.3%
EXE vs TKO
+342.5%
-163.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.5% |
| 7D | -1.8% | +7.2% | -9.0% | -2.9% |
| 30D | +6.4% | +4.7% | +1.7% | +5.5% |
| 3M | +9.2% | -3.2% | +12.5% | +9.4% |
| 6M | -7.0% | -2.9% | -4.1% | -7.1% |
| YTD | -9.5% | -5.8% | -3.7% | -9.2% |
| 1Y | +6.2% | -1.1% | +7.3% | +5.2% |
| 3Y | +20.7% | +111.1% | -90.4% | +2.2% |
| 5Y | +103.6% | +315.6% | -211.9% | +41.7% |
| All | +179.3% | +342.5% | -163.2% | +99.3% |
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