+93.9%
ILMN vs TKO
+5.6%
+88.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -5.2% |
| 7D | -21.6% | +11.3% | -32.8% | -22.6% |
| 30D | -22.9% | +9.3% | -32.2% | -23.8% |
| 3M | +11.6% | +5.3% | +6.3% | +10.6% |
| 6M | +62.5% | +4.9% | +57.7% | +60.9% |
| YTD | +72.7% | -6.3% | +79.0% | +74.6% |
| 1Y | +93.9% | +4.9% | +88.9% | +91.7% |
| All | +93.9% | +5.6% | +88.2% | +91.7% |
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 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