+29.9%
MCHP vs TKO
+5.6%
+24.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -3.2% |
| 7D | -5.4% | +11.3% | -16.7% | -5.4% |
| 30D | -7.5% | +9.3% | -16.8% | -7.5% |
| 3M | -6.0% | +5.3% | -11.3% | -6.2% |
| 6M | -20.1% | +4.9% | -24.9% | -21.5% |
| YTD | +20.2% | -6.3% | +26.6% | +22.4% |
| 1Y | +29.9% | +4.9% | +25.0% | +25.3% |
| All | +29.9% | +5.6% | +24.3% | +25.3% |
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