+2,737.4%
MAR vs TKO
+1,406.3%
+1,331.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -4.7% | +0.9% | -5.5% | -5.0% |
| 3M | -15.6% | -6.2% | -9.4% | -14.8% |
| 6M | +1.2% | -5.6% | +6.8% | +1.9% |
| YTD | +7.5% | -7.8% | +15.3% | +8.6% |
| 1Y | +26.6% | -1.2% | +27.8% | +25.8% |
| 3Y | +66.0% | +106.5% | -40.6% | +38.4% |
| 5Y | +154.1% | +310.4% | -156.3% | +80.8% |
| 10Y | +441.9% | +987.5% | -545.7% | +194.6% |
| All | +2,737.4% | +1,406.3% | +1,331.1% | +933.1% |
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