+498.4%
FIVE vs TKO
+1,121.1%
-622.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.7% | +2.3% | +0.3% | +2.0% |
| 30D | +12.7% | +13.4% | -0.7% | +8.4% |
| 3M | +2.1% | -1.7% | +3.8% | +2.5% |
| 6M | +17.5% | +7.2% | +10.2% | +14.2% |
| YTD | +31.0% | -5.4% | +36.3% | +31.9% |
| 1Y | +67.7% | +8.7% | +59.0% | +61.5% |
| 3Y | +43.4% | +150.4% | -107.1% | +5.5% |
| 5Y | +18.1% | +276.6% | -258.5% | -26.2% |
| All | +498.4% | +1,121.1% | -622.7% | +181.9% |
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