+67.2%
F vs TKO
+1,112.7%
-1,045.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.3% |
| 7D | -3.9% | +2.6% | -6.5% | -4.4% |
| 30D | -0.5% | +11.6% | -12.1% | -2.7% |
| 3M | -12.9% | -0.1% | -12.8% | -13.0% |
| 6M | +1.5% | +6.7% | -5.2% | -0.1% |
| YTD | -5.0% | -6.0% | +1.0% | -4.4% |
| 1Y | -7.3% | +8.5% | -15.9% | -9.4% |
| 3Y | +45.3% | +150.9% | -105.7% | +18.2% |
| 5Y | -15.8% | +274.0% | -289.8% | -38.5% |
| All | +67.2% | +1,112.7% | -1,045.6% | -9.8% |
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