+291.0%
EXEL vs TKO
+3,427.7%
-3,136.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -4.0% |
| 7D | +1.4% | +7.2% | -5.8% | -1.2% |
| 30D | +6.7% | +4.7% | +2.0% | +4.6% |
| 3M | +11.5% | -3.2% | +14.7% | +12.0% |
| 6M | +38.8% | -2.9% | +41.7% | +38.6% |
| YTD | +31.6% | -5.8% | +37.4% | +32.2% |
| 1Y | +53.0% | -1.1% | +54.1% | +50.7% |
| 3Y | +160.8% | +111.1% | +49.7% | +86.9% |
| 5Y | +190.1% | +315.6% | -125.5% | +56.4% |
| 10Y | +367.0% | +978.5% | -611.5% | +50.7% |
| All | +291.0% | +3,427.7% | -3,136.7% | -43.5% |
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