+61.2%
FIVE vs TKO
+5.6%
+55.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +5.8% |
| 7D | +7.5% | +11.3% | -3.8% | +4.4% |
| 30D | +16.7% | +9.3% | +7.4% | +13.9% |
| 3M | +13.4% | +5.3% | +8.1% | +11.8% |
| 6M | +9.0% | +4.9% | +4.2% | +6.8% |
| YTD | +33.8% | -6.3% | +40.1% | +35.5% |
| 1Y | +61.2% | +4.9% | +56.3% | +55.2% |
| All | +61.2% | +5.6% | +55.5% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling