+78.8%
IVV vs TKO
+152.5%
-73.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | +3.3% | +2.6% | +0.7% | +2.9% |
| 30D | -2.7% | +11.6% | -14.3% | -4.3% |
| 3M | -1.7% | -0.1% | -1.6% | -1.8% |
| 6M | +3.2% | +6.7% | -3.6% | +1.5% |
| YTD | +12.0% | -6.0% | +18.0% | +12.3% |
| 1Y | +12.1% | +8.5% | +3.6% | +9.3% |
| All | +78.8% | +152.5% | -73.6% | +58.3% |
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