-8.1%
M vs TKO
+1,121.1%
-1,129.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +7.0% | +2.3% | +4.7% | +6.3% |
| 30D | +8.9% | +13.4% | -4.5% | +4.9% |
| 3M | +4.5% | -1.7% | +6.2% | +4.9% |
| 6M | +36.2% | +7.2% | +29.0% | +32.8% |
| YTD | +15.1% | -5.4% | +20.5% | +16.1% |
| 1Y | +27.4% | +8.7% | +18.8% | +22.9% |
| 3Y | +160.1% | +150.4% | +9.7% | +89.9% |
| 5Y | -1.6% | +276.6% | -278.2% | -39.4% |
| All | -8.1% | +1,121.1% | -1,129.2% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling