+84.1%
F vs TKO
+958.6%
-874.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.5% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -2.9% | +0.9% | -3.8% | -3.1% |
| 3M | -9.1% | -6.2% | -2.9% | -8.1% |
| 6M | +12.9% | -5.6% | +18.6% | +13.9% |
| YTD | +6.1% | -7.8% | +13.9% | +7.3% |
| 1Y | +22.5% | -1.2% | +23.7% | +22.1% |
| 3Y | +32.1% | +106.5% | -74.5% | +11.2% |
| 5Y | +43.7% | +310.4% | -266.6% | +3.1% |
| 10Y | +84.1% | +987.5% | -903.4% | +0.6% |
| All | +84.1% | +958.6% | -874.5% | +0.6% |
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