+753.4%
MOD vs TKO
+250.1%
+503.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | -25.5% | +5.7% | -31.3% | -27.0% |
| 30D | -49.0% | +6.9% | -55.9% | -50.2% |
| 3M | -49.8% | +2.4% | -52.2% | -50.5% |
| 6M | -64.8% | +1.1% | -65.9% | -65.6% |
| YTD | -27.6% | -7.5% | -20.1% | -27.0% |
| 1Y | -35.2% | +7.2% | -42.4% | -38.1% |
| 3Y | +137.1% | +131.3% | +5.8% | +85.1% |
| All | +753.4% | +250.1% | +503.4% | +461.6% |
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