+35.8%
IR vs TKO
+291.2%
-255.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.5% | +2.3% | -6.8% | -5.0% |
| 30D | -13.9% | -2.5% | -11.5% | -13.5% |
| 3M | -0.3% | -10.6% | +10.3% | +1.9% |
| 6M | -14.3% | -5.1% | -9.3% | -13.9% |
| YTD | -7.9% | -8.2% | +0.3% | -6.7% |
| 1Y | -9.9% | -4.4% | -5.5% | -9.8% |
| 3Y | +6.5% | +100.4% | -93.8% | -10.2% |
| All | +35.8% | +291.2% | -255.4% | -18.5% |
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