-13.5%
F vs TKO
+288.0%
-301.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | +3.1% | -5.3% | -2.9% |
| 30D | +3.3% | +15.0% | -11.7% | -0.1% |
| 3M | -11.3% | +2.9% | -14.2% | -12.1% |
| 6M | +5.3% | +9.0% | -3.7% | +2.8% |
| YTD | -2.2% | -3.4% | +1.2% | -2.2% |
| 1Y | -3.5% | +12.8% | -16.3% | -6.9% |
| 3Y | +49.5% | +158.0% | -108.4% | +17.7% |
| 5Y | -13.5% | +285.4% | -298.9% | -45.7% |
| All | -13.5% | +288.0% | -301.5% | -45.7% |
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