+620.6%
MSCI vs TKO
+989.7%
-369.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -1.1% | -2.5% | +1.3% | -0.8% |
| 3M | -6.3% | -10.6% | +4.3% | -4.4% |
| 6M | +2.1% | -5.1% | +7.2% | +2.6% |
| YTD | -2.3% | -8.2% | +6.0% | -1.4% |
| 1Y | -3.9% | -4.4% | +0.5% | -4.2% |
| 3Y | +7.5% | +100.4% | -92.9% | -11.4% |
| 5Y | -9.8% | +294.3% | -304.1% | -38.2% |
| All | +620.6% | +989.7% | -369.1% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling