+832.7%
FIVE vs TKO
+3,223.0%
-2,390.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.8% |
| 7D | +2.4% | +2.6% | -0.2% | +1.9% |
| 30D | +15.8% | +11.6% | +4.2% | +13.1% |
| 3M | +3.8% | -0.1% | +3.9% | +3.7% |
| 6M | +18.5% | +6.7% | +11.8% | +16.4% |
| YTD | +31.2% | -6.0% | +37.2% | +32.2% |
| 1Y | +61.8% | +8.5% | +53.3% | +57.9% |
| 3Y | +39.9% | +150.9% | -111.1% | +13.8% |
| 5Y | +18.3% | +274.0% | -255.7% | -12.5% |
| 10Y | +510.0% | +1,126.1% | -616.2% | +285.3% |
| All | +832.7% | +3,223.0% | -2,390.3% | +257.5% |
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