-1.4%
MSCI vs TKO
-2.5%
+1.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -2.2% | -2.6% | +0.5% | -1.9% |
| 3M | -9.7% | -7.8% | -1.9% | -9.3% |
| 6M | +0.3% | -7.0% | +7.3% | +0.2% |
| YTD | -3.5% | -8.5% | +5.1% | -2.9% |
| 1Y | -1.4% | -1.3% | -0.1% | -1.6% |
| All | -1.4% | -2.5% | +1.1% | -1.6% |
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 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