+13,245.4%
GOOG vs TKO
+3,706.0%
+9,539.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -3.6% | -2.6% | -1.0% | -3.2% |
| 3M | -6.4% | -7.8% | +1.3% | -5.2% |
| 6M | +7.8% | -7.0% | +14.8% | +8.8% |
| YTD | +5.5% | -8.5% | +14.0% | +6.5% |
| 1Y | +38.3% | -1.3% | +39.6% | +37.2% |
| 3Y | +143.1% | +105.0% | +38.1% | +104.1% |
| 5Y | +135.0% | +292.9% | -157.9% | +69.3% |
| 10Y | +778.1% | +979.3% | -201.3% | +388.1% |
| All | +13,245.4% | +3,706.0% | +9,539.4% | +4,775.1% |
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