+347.2%
IBM vs TKO
+1,439.7%
-1,092.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.9% |
| 7D | +0.3% | +7.2% | -6.9% | -0.8% |
| 30D | -1.5% | +4.7% | -6.2% | -2.2% |
| 3M | -16.8% | -3.2% | -13.5% | -16.6% |
| 6M | -9.0% | -2.9% | -6.2% | -8.9% |
| YTD | -20.1% | -5.8% | -14.2% | -19.7% |
| 1Y | -7.0% | -1.1% | -6.0% | -7.4% |
| 3Y | +72.4% | +111.1% | -38.7% | +51.6% |
| 5Y | +112.0% | +315.6% | -203.6% | +66.2% |
| 10Y | +131.6% | +978.5% | -846.9% | +51.3% |
| All | +347.2% | +1,439.7% | -1,092.5% | +141.4% |
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