+26.2%
MAR vs TKO
+1.2%
+25.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -6.7% | +1.6% | -8.3% | -7.1% |
| 3M | -12.5% | -7.8% | -4.7% | -11.3% |
| 6M | +0.6% | -13.3% | +13.9% | +3.0% |
| YTD | +9.1% | -10.3% | +19.4% | +10.8% |
| 1Y | +26.2% | -0.6% | +26.8% | +24.9% |
| All | +26.2% | +1.2% | +25.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling