+121.8%
IBM vs TKO
+306.5%
-184.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +1.5% | +0.9% | +0.7% | +1.3% |
| 3M | -12.9% | -6.2% | -6.7% | -12.3% |
| 6M | -3.9% | -5.6% | +1.7% | -3.3% |
| YTD | -17.3% | -7.8% | -9.5% | -16.7% |
| 1Y | -5.0% | -1.2% | -3.8% | -5.3% |
| 3Y | +78.2% | +106.5% | -28.3% | +61.9% |
| All | +121.8% | +306.5% | -184.8% | +82.5% |
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