-82.0%
IRE vs TKO
+5.0%
-87.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +5.0% | +5.2% | +8.9% |
| 7D | +58.9% | +7.2% | +51.7% | +56.2% |
| 30D | +17.2% | +4.7% | +12.5% | +16.1% |
| 3M | -58.6% | -3.2% | -55.4% | -57.9% |
| 6M | -23.5% | -2.9% | -20.6% | -23.7% |
| YTD | -47.4% | -5.8% | -41.6% | -46.1% |
| All | -82.0% | +5.0% | -87.0% | -85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling