+31.9%
F vs TKO
+1,366.4%
-1,334.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | +4.6% | +1.6% | +3.0% | +4.2% |
| 3M | -3.7% | -7.8% | +4.1% | -2.2% |
| 6M | +16.8% | -13.3% | +30.1% | +20.0% |
| YTD | +15.3% | -10.3% | +25.6% | +17.3% |
| 1Y | +31.0% | -0.6% | +31.6% | +30.5% |
| 3Y | +45.4% | +88.5% | -43.0% | +24.8% |
| 5Y | +54.7% | +284.7% | -230.1% | +13.3% |
| 10Y | +98.2% | +905.7% | -807.5% | +11.5% |
| All | +31.9% | +1,366.4% | -1,334.5% | -48.5% |
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