-97.7%
IRE vs TKO
+5.6%
-103.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.4% | -26.6% | -23.7% |
| 7D | -46.8% | +11.3% | -58.1% | -48.1% |
| 30D | -75.5% | +9.3% | -84.8% | -76.0% |
| 3M | -79.4% | +5.3% | -84.7% | -79.4% |
| 6M | -91.3% | +4.9% | -96.1% | -91.4% |
| YTD | -90.8% | -6.3% | -84.5% | -90.5% |
| 1Y | -97.7% | +4.9% | -102.6% | -98.1% |
| All | -97.7% | +5.6% | -103.4% | -98.1% |
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