+45.7%
FIVE vs TKO
+159.5%
-113.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | +17.4% | +15.0% | +2.4% | +12.6% |
| 3M | +7.0% | +2.9% | +4.2% | +6.0% |
| 6M | +20.5% | +9.0% | +11.5% | +16.5% |
| YTD | +33.1% | -3.4% | +36.5% | +33.2% |
| 1Y | +67.1% | +12.8% | +54.3% | +58.8% |
| All | +45.7% | +159.5% | -113.8% | +25.0% |
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