+851.7%
FIVE vs TKO
+3,071.9%
-2,220.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.5% |
| 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% | +33.2% |
| 6M | +14.4% | -13.3% | +27.7% | +17.4% |
| YTD | +33.9% | -10.3% | +44.2% | +36.2% |
| 1Y | +65.1% | -0.6% | +65.7% | +64.0% |
| 3Y | +49.0% | +88.5% | -39.5% | +28.1% |
| 5Y | +30.3% | +284.7% | -254.4% | -4.1% |
| 10Y | +481.1% | +905.7% | -424.6% | +275.5% |
| All | +851.7% | +3,071.9% | -2,220.2% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling