+20.4%
M vs TKO
+303.5%
-283.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.8% |
| 3M | -10.8% | -7.8% | -3.0% | -8.7% |
| 6M | +16.1% | -7.0% | +23.1% | +18.1% |
| YTD | -5.3% | -8.5% | +3.3% | -3.4% |
| 1Y | +24.9% | -1.3% | +26.2% | +23.9% |
| 3Y | +97.5% | +105.0% | -7.4% | +52.1% |
| 5Y | +20.4% | +292.9% | -272.5% | -40.6% |
| All | +20.4% | +303.5% | -283.1% | -40.6% |
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 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