-10.9%
M vs TKO
+985.8%
-996.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.5% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | -16.4% | -2.6% | -13.8% | -15.9% |
| 3M | -10.8% | -7.8% | -3.0% | -8.8% |
| 6M | +16.1% | -7.0% | +23.1% | +18.0% |
| YTD | -5.3% | -8.5% | +3.3% | -3.5% |
| 1Y | +24.9% | -1.3% | +26.2% | +24.0% |
| 3Y | +97.5% | +105.0% | -7.4% | +52.8% |
| 5Y | +20.4% | +292.9% | -272.5% | -26.5% |
| All | -10.9% | +985.8% | -996.7% | -55.7% |
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 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