+476.8%
FIVE vs TKO
+985.8%
-509.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +3.0% | -2.6% | +5.6% | +3.7% |
| 3M | +23.2% | -7.8% | +31.0% | +25.7% |
| 6M | +9.2% | -7.0% | +16.2% | +10.8% |
| YTD | +28.1% | -8.5% | +36.6% | +30.3% |
| 1Y | +65.3% | -1.3% | +66.6% | +63.8% |
| 3Y | +49.4% | +105.0% | -55.6% | +16.5% |
| 5Y | +29.5% | +292.9% | -263.4% | -19.8% |
| All | +476.8% | +985.8% | -509.0% | +176.9% |
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