-4.6%
HD vs TKO
+5.6%
-10.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.2% | +5.7% |
| 7D | +11.9% | +11.3% | +0.7% | +9.3% |
| 30D | +26.4% | +9.3% | +17.1% | +24.0% |
| 3M | +2.8% | +5.3% | -2.5% | +1.4% |
| 6M | +15.5% | +4.9% | +10.6% | +13.0% |
| YTD | +5.5% | -6.3% | +11.8% | +5.3% |
| 1Y | -4.6% | +4.9% | -9.5% | -7.2% |
| All | -4.6% | +5.6% | -10.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling