+5.2%
LOW vs TKO
+291.2%
-286.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | +2.3% | -6.0% | -4.1% |
| 30D | -8.9% | -2.5% | -6.4% | -8.6% |
| 3M | -10.4% | -10.6% | +0.2% | -9.0% |
| 6M | -19.4% | -5.1% | -14.3% | -19.0% |
| YTD | -17.1% | -8.2% | -8.9% | -16.4% |
| 1Y | -26.3% | -4.4% | -21.8% | -26.2% |
| 3Y | -9.9% | +100.4% | -110.3% | -18.8% |
| All | +5.2% | +291.2% | -286.0% | -18.7% |
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