+149.4%
MAR vs TKO
+291.2%
-141.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -0.5% | +2.3% | -2.9% | -1.2% |
| 30D | -5.4% | -2.5% | -2.9% | -5.0% |
| 3M | -15.5% | -10.6% | -4.9% | -13.4% |
| 6M | +3.0% | -5.1% | +8.0% | +3.6% |
| YTD | +8.5% | -8.2% | +16.7% | +9.9% |
| 1Y | +26.0% | -4.4% | +30.4% | +25.9% |
| 3Y | +68.6% | +100.4% | -31.8% | +37.0% |
| All | +149.4% | +291.2% | -141.8% | +37.7% |
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 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