+75.1%
ITOT vs TKO
+291.2%
-216.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -0.9% | +2.3% | -3.2% | -1.3% |
| 30D | -1.5% | -2.5% | +1.0% | -1.1% |
| 3M | +3.6% | -10.6% | +14.2% | +5.4% |
| 6M | +13.7% | -5.1% | +18.7% | +14.2% |
| YTD | +12.9% | -8.2% | +21.2% | +13.9% |
| 1Y | +17.2% | -4.4% | +21.6% | +17.0% |
| 3Y | +75.6% | +100.4% | -24.7% | +50.9% |
| All | +75.1% | +291.2% | -216.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling