+2,120.1%
LOW vs TKO
+1,395.0%
+725.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -11.1% | -2.6% | -8.5% | -10.8% |
| 3M | -8.5% | -7.8% | -0.7% | -7.3% |
| 6M | -20.8% | -7.0% | -13.8% | -20.0% |
| YTD | -17.2% | -8.5% | -8.7% | -16.2% |
| 1Y | -24.7% | -1.3% | -23.4% | -25.1% |
| 3Y | -9.7% | +105.0% | -114.7% | -23.3% |
| 5Y | +6.0% | +292.9% | -286.9% | -22.0% |
| 10Y | +230.5% | +979.3% | -748.9% | +89.8% |
| All | +2,120.1% | +1,395.0% | +725.2% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling