+115.4%
M vs TKO
+1,366.3%
-1,250.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | +4.7% | +0.7% | +4.0% | +4.5% |
| 30D | -9.6% | +1.6% | -11.2% | -10.1% |
| 3M | +0.9% | -7.8% | +8.6% | +2.7% |
| 6M | +22.3% | -13.3% | +35.6% | +26.2% |
| YTD | +6.5% | -10.3% | +16.8% | +8.7% |
| 1Y | +38.8% | -0.6% | +39.4% | +37.9% |
| 3Y | +115.9% | +88.5% | +27.4% | +79.8% |
| 5Y | +28.6% | +284.7% | -256.1% | -11.1% |
| 10Y | -2.5% | +905.7% | -908.3% | -48.5% |
| All | +115.4% | +1,366.3% | -1,250.9% | -27.4% |
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