+136.0%
GOOG vs TKO
+291.2%
-155.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | 0.0% | +2.3% | -2.3% | -0.4% |
| 30D | -2.0% | -2.5% | +0.5% | -1.6% |
| 3M | -5.9% | -10.6% | +4.7% | -4.3% |
| 6M | +8.9% | -5.1% | +14.0% | +9.3% |
| YTD | +7.1% | -8.2% | +15.3% | +7.9% |
| 1Y | +39.7% | -4.4% | +44.1% | +39.4% |
| 3Y | +145.8% | +100.4% | +45.5% | +111.1% |
| All | +136.0% | +291.2% | -155.2% | +42.2% |
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