-35.5%
MOD vs TKO
+9.8%
-45.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -17.8% | +6.4% | -24.3% | -18.3% |
| 30D | -43.2% | +11.9% | -55.1% | -43.9% |
| 3M | -46.0% | +5.6% | -51.6% | -46.3% |
| 6M | -62.2% | +7.5% | -69.8% | -63.7% |
| YTD | -22.8% | -3.5% | -19.3% | -22.3% |
| 1Y | -35.5% | +13.0% | -48.4% | -39.9% |
| All | -35.5% | +9.8% | -45.3% | -39.9% |
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