+143.8%
IBM vs TKO
+989.7%
-845.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.6% | +2.3% | +1.3% | +3.1% |
| 30D | +3.1% | -2.5% | +5.6% | +3.4% |
| 3M | -10.8% | -10.6% | -0.2% | -9.4% |
| 6M | -0.8% | -5.1% | +4.2% | -0.3% |
| YTD | -16.2% | -8.2% | -8.0% | -15.4% |
| 1Y | -2.9% | -4.4% | +1.6% | -2.8% |
| 3Y | +79.8% | +100.4% | -20.5% | +57.9% |
| 5Y | +124.9% | +294.3% | -169.4% | +73.0% |
| All | +143.8% | +989.7% | -845.8% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling