+57.3%
FIVE vs TKO
+104.9%
-47.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -0.6% |
| 7D | +3.7% | +7.2% | -3.5% | +1.6% |
| 30D | +4.0% | +4.7% | -0.7% | +2.5% |
| 3M | +36.2% | -3.2% | +39.5% | +37.1% |
| 6M | +18.0% | -2.9% | +20.9% | +18.2% |
| YTD | +34.9% | -5.8% | +40.7% | +35.9% |
| 1Y | +67.9% | -1.1% | +69.0% | +66.4% |
| 3Y | +57.3% | +111.1% | -53.8% | +37.8% |
| All | +57.3% | +104.9% | -47.5% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling