-8.8%
IT vs TKO
+5.6%
-14.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.8% |
| 7D | -5.5% | +11.3% | -16.7% | -7.4% |
| 30D | +10.3% | +9.3% | +1.1% | +8.5% |
| 3M | +11.5% | +5.3% | +6.2% | +10.3% |
| 6M | +40.3% | +4.9% | +35.4% | +40.5% |
| YTD | -17.9% | -6.3% | -11.6% | -16.2% |
| 1Y | -8.8% | +4.9% | -13.7% | -9.6% |
| All | -8.8% | +5.6% | -14.4% | -9.6% |
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