+177.5%
EXEL vs TKO
+291.2%
-113.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | -4.9% | +2.3% | -7.2% | -5.4% |
| 30D | +11.4% | -2.5% | +13.9% | +11.8% |
| 3M | +4.9% | -10.6% | +15.5% | +6.9% |
| 6M | +34.4% | -5.1% | +39.5% | +35.0% |
| YTD | +28.0% | -8.2% | +36.3% | +29.2% |
| 1Y | +43.6% | -4.4% | +48.1% | +43.5% |
| 3Y | +155.2% | +100.4% | +54.8% | +115.6% |
| All | +177.5% | +291.2% | -113.7% | +69.2% |
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