+72.8%
HCA vs TKO
+291.2%
-218.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +5.4% | +2.3% | +3.1% | +5.1% |
| 30D | +3.0% | -2.5% | +5.5% | +3.2% |
| 3M | +13.0% | -10.6% | +23.6% | +14.4% |
| 6M | -20.3% | -5.1% | -15.2% | -20.1% |
| YTD | -8.2% | -8.2% | 0.0% | -7.8% |
| 1Y | +6.7% | -4.4% | +11.1% | +6.4% |
| 3Y | +60.4% | +100.4% | -40.0% | +41.9% |
| All | +72.8% | +291.2% | -218.4% | +22.7% |
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