-59.7%
MKTX vs TKO
+291.2%
-350.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | +0.7% | -2.5% | +3.2% | +0.9% |
| 3M | +40.8% | -10.6% | +51.4% | +42.3% |
| 6M | -8.0% | -5.1% | -2.9% | -7.8% |
| YTD | -8.7% | -8.2% | -0.5% | -8.3% |
| 1Y | -11.8% | -4.4% | -7.4% | -12.0% |
| 3Y | -24.0% | +100.4% | -124.4% | -33.8% |
| All | -59.7% | +291.2% | -350.9% | -72.8% |
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