-84.4%
IRE vs TKO
+2.3%
-86.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -4.5% | +2.3% | -6.8% | -4.9% |
| 30D | -7.8% | -2.5% | -5.4% | -7.5% |
| 3M | -60.0% | -10.6% | -49.4% | -58.2% |
| 6M | -48.3% | -5.1% | -43.2% | -48.0% |
| YTD | -54.5% | -8.2% | -46.2% | -53.0% |
| All | -84.4% | +2.3% | -86.7% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling