+38.7%
MOD vs TKO
+1.9%
+36.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.9% |
| 7D | +6.3% | +7.2% | -0.8% | +5.2% |
| 30D | -1.7% | +4.7% | -6.4% | -2.4% |
| 3M | -30.1% | -3.2% | -26.9% | -29.8% |
| 6M | +2.7% | -2.9% | +5.6% | +2.7% |
| YTD | +44.1% | -5.8% | +49.9% | +45.1% |
| 1Y | +38.7% | -1.1% | +39.8% | +35.5% |
| All | +38.7% | +1.9% | +36.8% | +35.5% |
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