+134.2%
M vs TKO
+1,479.1%
-1,344.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -3.3% | +3.1% | -6.4% | -4.0% |
| 30D | +8.1% | +15.0% | -6.9% | +4.5% |
| 3M | +2.2% | +2.9% | -0.7% | +1.4% |
| 6M | +35.1% | +9.0% | +26.1% | +31.9% |
| YTD | +15.8% | -3.4% | +19.2% | +16.0% |
| 1Y | +25.8% | +12.8% | +13.0% | +21.2% |
| 3Y | +156.2% | +158.0% | -1.7% | +98.6% |
| 5Y | -2.4% | +285.4% | -287.7% | -32.6% |
| 10Y | -7.1% | +1,160.4% | -1,167.5% | -53.4% |
| All | +134.2% | +1,479.1% | -1,344.9% | -22.5% |
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