-14.3%
META vs TKO
-2.2%
-12.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +6.9% |
| 7D | +10.3% | +0.7% | +9.6% | +10.0% |
| 30D | +9.9% | +0.9% | +9.0% | +9.6% |
| 3M | +11.9% | -6.2% | +18.1% | +12.8% |
| 6M | +1.2% | -5.6% | +6.8% | +1.4% |
| YTD | -0.8% | -7.8% | +7.1% | -0.7% |
| 1Y | -14.3% | -1.2% | -13.1% | -15.7% |
| All | -14.3% | -2.2% | -12.1% | -15.7% |
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 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