+34.2%
FIVE vs TKO
+306.8%
-272.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.4% |
| 30D | +5.0% | +0.9% | +4.1% | +4.6% |
| 3M | +29.5% | -6.2% | +35.7% | +31.5% |
| 6M | +12.4% | -5.6% | +18.0% | +13.6% |
| YTD | +31.2% | -7.8% | +39.0% | +33.2% |
| 1Y | +72.9% | -1.2% | +74.1% | +71.2% |
| 3Y | +53.0% | +106.5% | -53.5% | +20.9% |
| 5Y | +34.2% | +310.4% | -276.2% | -26.4% |
| All | +34.2% | +306.8% | -272.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling