+43.7%
F vs TKO
+306.8%
-263.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.8% | -3.4% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -2.9% | +0.9% | -3.8% | -3.2% |
| 3M | -9.1% | -6.2% | -2.9% | -7.9% |
| 6M | +12.9% | -5.6% | +18.6% | +14.0% |
| YTD | +6.1% | -7.8% | +13.9% | +7.4% |
| 1Y | +22.5% | -1.2% | +23.7% | +21.9% |
| 3Y | +32.1% | +106.5% | -74.5% | +8.0% |
| 5Y | +43.7% | +310.4% | -266.6% | -8.2% |
| All | +43.7% | +306.8% | -263.0% | -8.2% |
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