+14.4%
FIVE vs TKO
-14.6%
+28.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | +4.3% | +0.7% | +3.5% | +4.0% |
| 30D | +12.5% | +1.6% | +10.9% | +12.0% |
| 3M | +31.2% | -7.8% | +39.0% | +34.3% |
| 6M | +14.4% | -13.3% | +27.7% | +18.6% |
| All | +14.4% | -14.6% | +28.9% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling