+317.5%
MOD vs TKO
+98.5%
+219.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | +9.6% | +0.7% | +8.8% | +9.2% |
| 30D | 0.0% | +1.6% | -1.6% | -0.9% |
| 3M | -35.4% | -7.8% | -27.6% | -34.2% |
| 6M | -7.3% | -13.3% | +6.0% | -3.3% |
| YTD | +45.8% | -10.3% | +56.1% | +49.6% |
| 1Y | +43.1% | -0.6% | +43.8% | +39.6% |
| All | +317.5% | +98.5% | +219.0% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling