-95.4%
IRE vs TKO
+7.7%
-103.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.7% | -15.1% | -14.3% |
| 7D | -31.8% | +2.3% | -34.2% | -31.5% |
| 30D | -71.8% | +13.4% | -85.1% | -70.7% |
| 3M | -88.9% | -1.7% | -87.2% | -89.0% |
| 6M | -95.4% | +7.2% | -102.6% | -94.9% |
| All | -95.4% | +7.7% | -103.0% | -94.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling